NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 91.24 91.91 0.67 0.7% 92.92
High 92.06 94.12 2.06 2.2% 93.03
Low 89.76 91.52 1.76 2.0% 89.56
Close 91.99 93.81 1.82 2.0% 91.37
Range 2.30 2.60 0.30 13.0% 3.47
ATR 1.69 1.76 0.06 3.8% 0.00
Volume 104,815 149,068 44,253 42.2% 643,095
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.95 99.98 95.24
R3 98.35 97.38 94.53
R2 95.75 95.75 94.29
R1 94.78 94.78 94.05 95.27
PP 93.15 93.15 93.15 93.39
S1 92.18 92.18 93.57 92.67
S2 90.55 90.55 93.33
S3 87.95 89.58 93.10
S4 85.35 86.98 92.38
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 94.12 89.56 4.56 4.9% 2.23 2.4% 93% True False 138,720
10 94.93 89.56 5.37 5.7% 2.02 2.2% 79% False False 115,404
20 95.07 89.56 5.51 5.9% 1.68 1.8% 77% False False 88,549
40 101.22 89.56 11.66 12.4% 1.52 1.6% 36% False False 67,071
60 104.44 89.56 14.88 15.9% 1.41 1.5% 29% False False 53,821
80 104.44 89.56 14.88 15.9% 1.29 1.4% 29% False False 44,666
100 104.44 89.56 14.88 15.9% 1.20 1.3% 29% False False 37,544
120 104.44 89.56 14.88 15.9% 1.13 1.2% 29% False False 32,323
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.17
2.618 100.93
1.618 98.33
1.000 96.72
0.618 95.73
HIGH 94.12
0.618 93.13
0.500 92.82
0.382 92.51
LOW 91.52
0.618 89.91
1.000 88.92
1.618 87.31
2.618 84.71
4.250 80.47
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 93.48 93.19
PP 93.15 92.56
S1 92.82 91.94

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

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