NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 91.91 93.68 1.77 1.9% 92.92
High 94.12 94.01 -0.11 -0.1% 93.03
Low 91.52 92.72 1.20 1.3% 89.56
Close 93.81 93.20 -0.61 -0.7% 91.37
Range 2.60 1.29 -1.31 -50.4% 3.47
ATR 1.76 1.72 -0.03 -1.9% 0.00
Volume 149,068 157,911 8,843 5.9% 643,095
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.18 96.48 93.91
R3 95.89 95.19 93.55
R2 94.60 94.60 93.44
R1 93.90 93.90 93.32 93.61
PP 93.31 93.31 93.31 93.16
S1 92.61 92.61 93.08 92.32
S2 92.02 92.02 92.96
S3 90.73 91.32 92.85
S4 89.44 90.03 92.49
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% 2.13 2.3% 80% False False 146,282
10 94.58 89.56 5.02 5.4% 1.89 2.0% 73% False False 120,846
20 95.07 89.56 5.51 5.9% 1.67 1.8% 66% False False 93,957
40 100.93 89.56 11.37 12.2% 1.52 1.6% 32% False False 69,968
60 104.44 89.56 14.88 16.0% 1.42 1.5% 24% False False 56,107
80 104.44 89.56 14.88 16.0% 1.30 1.4% 24% False False 46,507
100 104.44 89.56 14.88 16.0% 1.20 1.3% 24% False False 39,036
120 104.44 89.56 14.88 16.0% 1.14 1.2% 24% False False 33,603
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.49
2.618 97.39
1.618 96.10
1.000 95.30
0.618 94.81
HIGH 94.01
0.618 93.52
0.500 93.37
0.382 93.21
LOW 92.72
0.618 91.92
1.000 91.43
1.618 90.63
2.618 89.34
4.250 87.24
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 93.37 92.78
PP 93.31 92.36
S1 93.26 91.94

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

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