NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 92.09 91.24 -0.85 -0.9% 92.92
High 92.66 92.06 -0.60 -0.6% 93.03
Low 91.12 89.76 -1.36 -1.5% 89.56
Close 91.37 91.99 0.62 0.7% 91.37
Range 1.54 2.30 0.76 49.4% 3.47
ATR 1.65 1.69 0.05 2.8% 0.00
Volume 127,683 104,815 -22,868 -17.9% 643,095
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.17 97.38 93.26
R3 95.87 95.08 92.62
R2 93.57 93.57 92.41
R1 92.78 92.78 92.20 93.18
PP 91.27 91.27 91.27 91.47
S1 90.48 90.48 91.78 90.88
S2 88.97 88.97 91.57
S3 86.67 88.18 91.36
S4 84.37 85.88 90.73
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 93.01 89.56 3.45 3.8% 1.99 2.2% 70% False False 132,788
10 94.94 89.56 5.38 5.8% 2.06 2.2% 45% False False 110,508
20 95.07 89.56 5.51 6.0% 1.64 1.8% 44% False False 84,453
40 101.22 89.56 11.66 12.7% 1.48 1.6% 21% False False 64,122
60 104.44 89.56 14.88 16.2% 1.38 1.5% 16% False False 51,776
80 104.44 89.56 14.88 16.2% 1.26 1.4% 16% False False 43,029
100 104.44 89.56 14.88 16.2% 1.18 1.3% 16% False False 36,161
120 104.44 89.56 14.88 16.2% 1.11 1.2% 16% False False 31,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.84
2.618 98.08
1.618 95.78
1.000 94.36
0.618 93.48
HIGH 92.06
0.618 91.18
0.500 90.91
0.382 90.64
LOW 89.76
0.618 88.34
1.000 87.46
1.618 86.04
2.618 83.74
4.250 79.99
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 91.63 91.70
PP 91.27 91.40
S1 90.91 91.11

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

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