NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 90.88 92.09 1.21 1.3% 92.92
High 92.46 92.66 0.20 0.2% 93.03
Low 89.56 91.12 1.56 1.7% 89.56
Close 91.86 91.37 -0.49 -0.5% 91.37
Range 2.90 1.54 -1.36 -46.9% 3.47
ATR 1.65 1.65 -0.01 -0.5% 0.00
Volume 191,935 127,683 -64,252 -33.5% 643,095
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.34 95.39 92.22
R3 94.80 93.85 91.79
R2 93.26 93.26 91.65
R1 92.31 92.31 91.51 92.02
PP 91.72 91.72 91.72 91.57
S1 90.77 90.77 91.23 90.48
S2 90.18 90.18 91.09
S3 88.64 89.23 90.95
S4 87.10 87.69 90.52
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.73 100.02 93.28
R3 98.26 96.55 92.32
R2 94.79 94.79 92.01
R1 93.08 93.08 91.69 92.20
PP 91.32 91.32 91.32 90.88
S1 89.61 89.61 91.05 88.73
S2 87.85 87.85 90.73
S3 84.38 86.14 90.42
S4 80.91 82.67 89.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.03 89.56 3.47 3.8% 1.89 2.1% 52% False False 128,619
10 95.07 89.56 5.51 6.0% 1.96 2.1% 33% False False 109,612
20 95.07 89.56 5.51 6.0% 1.59 1.7% 33% False False 82,662
40 101.22 89.56 11.66 12.8% 1.46 1.6% 16% False False 63,416
60 104.44 89.56 14.88 16.3% 1.36 1.5% 12% False False 50,531
80 104.44 89.56 14.88 16.3% 1.25 1.4% 12% False False 41,890
100 104.44 89.56 14.88 16.3% 1.16 1.3% 12% False False 35,209
120 104.44 89.56 14.88 16.3% 1.10 1.2% 12% False False 30,261
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.21
2.618 96.69
1.618 95.15
1.000 94.20
0.618 93.61
HIGH 92.66
0.618 92.07
0.500 91.89
0.382 91.71
LOW 91.12
0.618 90.17
1.000 89.58
1.618 88.63
2.618 87.09
4.250 84.58
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 91.89 91.28
PP 91.72 91.20
S1 91.54 91.11

These figures are updated between 7pm and 10pm EST after a trading day.

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