NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 91.96 91.69 -0.27 -0.3% 91.24
High 92.24 91.92 -0.32 -0.3% 94.12
Low 91.15 90.41 -0.74 -0.8% 89.76
Close 91.65 90.87 -0.78 -0.9% 91.65
Range 1.09 1.51 0.42 38.5% 4.36
ATR 1.68 1.67 -0.01 -0.7% 0.00
Volume 250,463 229,232 -21,231 -8.5% 830,370
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.60 94.74 91.70
R3 94.09 93.23 91.29
R2 92.58 92.58 91.15
R1 91.72 91.72 91.01 91.40
PP 91.07 91.07 91.07 90.90
S1 90.21 90.21 90.73 89.89
S2 89.56 89.56 90.59
S3 88.05 88.70 90.45
S4 86.54 87.19 90.04
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 90.41 3.71 4.1% 1.66 1.8% 12% False True 190,957
10 94.12 89.56 4.56 5.0% 1.82 2.0% 29% False False 161,873
20 95.07 89.56 5.51 6.1% 1.70 1.9% 24% False False 116,319
40 100.08 89.56 10.52 11.6% 1.54 1.7% 12% False False 82,831
60 103.57 89.56 14.01 15.4% 1.43 1.6% 9% False False 65,919
80 104.44 89.56 14.88 16.4% 1.32 1.5% 9% False False 54,294
100 104.44 89.56 14.88 16.4% 1.22 1.3% 9% False False 45,325
120 104.44 89.56 14.88 16.4% 1.15 1.3% 9% False False 38,873
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 98.34
2.618 95.87
1.618 94.36
1.000 93.43
0.618 92.85
HIGH 91.92
0.618 91.34
0.500 91.17
0.382 90.99
LOW 90.41
0.618 89.48
1.000 88.90
1.618 87.97
2.618 86.46
4.250 83.99
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 91.17 92.01
PP 91.07 91.63
S1 90.97 91.25

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

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