NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 92.82 91.96 -0.86 -0.9% 91.24
High 93.60 92.24 -1.36 -1.5% 94.12
Low 91.81 91.15 -0.66 -0.7% 89.76
Close 91.98 91.65 -0.33 -0.4% 91.65
Range 1.79 1.09 -0.70 -39.1% 4.36
ATR 1.73 1.68 -0.05 -2.6% 0.00
Volume 168,113 250,463 82,350 49.0% 830,370
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.95 94.39 92.25
R3 93.86 93.30 91.95
R2 92.77 92.77 91.85
R1 92.21 92.21 91.75 91.95
PP 91.68 91.68 91.68 91.55
S1 91.12 91.12 91.55 90.86
S2 90.59 90.59 91.45
S3 89.50 90.03 91.35
S4 88.41 88.94 91.05
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 104.92 102.65 94.05
R3 100.56 98.29 92.85
R2 96.20 96.20 92.45
R1 93.93 93.93 92.05 95.07
PP 91.84 91.84 91.84 92.41
S1 89.57 89.57 91.25 90.71
S2 87.48 87.48 90.85
S3 83.12 85.21 90.45
S4 78.76 80.85 89.25
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 4.8% 1.81 2.0% 43% False False 166,074
10 94.12 89.56 4.56 5.0% 1.85 2.0% 46% False False 147,346
20 95.07 89.56 5.51 6.0% 1.68 1.8% 38% False False 108,060
40 100.27 89.56 10.71 11.7% 1.53 1.7% 20% False False 78,023
60 103.82 89.56 14.26 15.6% 1.42 1.6% 15% False False 62,578
80 104.44 89.56 14.88 16.2% 1.31 1.4% 14% False False 51,545
100 104.44 89.56 14.88 16.2% 1.21 1.3% 14% False False 43,104
120 104.44 89.56 14.88 16.2% 1.15 1.3% 14% False False 36,998
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 96.87
2.618 95.09
1.618 94.00
1.000 93.33
0.618 92.91
HIGH 92.24
0.618 91.82
0.500 91.70
0.382 91.57
LOW 91.15
0.618 90.48
1.000 90.06
1.618 89.39
2.618 88.30
4.250 86.52
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 91.70 92.58
PP 91.68 92.27
S1 91.67 91.96

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

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