NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 93.68 92.82 -0.86 -0.9% 92.92
High 94.01 93.60 -0.41 -0.4% 93.03
Low 92.72 91.81 -0.91 -1.0% 89.56
Close 93.20 91.98 -1.22 -1.3% 91.37
Range 1.29 1.79 0.50 38.8% 3.47
ATR 1.72 1.73 0.00 0.3% 0.00
Volume 157,911 168,113 10,202 6.5% 643,095
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.83 96.70 92.96
R3 96.04 94.91 92.47
R2 94.25 94.25 92.31
R1 93.12 93.12 92.14 92.79
PP 92.46 92.46 92.46 92.30
S1 91.33 91.33 91.82 91.00
S2 90.67 90.67 91.65
S3 88.88 89.54 91.49
S4 87.09 87.75 91.00
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 89.76 4.36 4.7% 1.90 2.1% 51% False False 141,518
10 94.25 89.56 4.69 5.1% 1.95 2.1% 52% False False 130,114
20 95.07 89.56 5.51 6.0% 1.72 1.9% 44% False False 98,384
40 100.93 89.56 11.37 12.4% 1.53 1.7% 21% False False 73,315
60 104.44 89.56 14.88 16.2% 1.43 1.6% 16% False False 58,653
80 104.44 89.56 14.88 16.2% 1.31 1.4% 16% False False 48,513
100 104.44 89.56 14.88 16.2% 1.21 1.3% 16% False False 40,669
120 104.44 89.56 14.88 16.2% 1.15 1.2% 16% False False 34,957
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.21
2.618 98.29
1.618 96.50
1.000 95.39
0.618 94.71
HIGH 93.60
0.618 92.92
0.500 92.71
0.382 92.49
LOW 91.81
0.618 90.70
1.000 90.02
1.618 88.91
2.618 87.12
4.250 84.20
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 92.71 92.82
PP 92.46 92.54
S1 92.22 92.26

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

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