NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 90.70 91.72 1.02 1.1% 91.24
High 92.09 93.29 1.20 1.3% 94.12
Low 90.58 91.15 0.57 0.6% 89.76
Close 91.56 92.80 1.24 1.4% 91.65
Range 1.51 2.14 0.63 41.7% 4.36
ATR 1.66 1.69 0.03 2.1% 0.00
Volume 247,770 282,634 34,864 14.1% 830,370
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.83 97.96 93.98
R3 96.69 95.82 93.39
R2 94.55 94.55 93.19
R1 93.68 93.68 93.00 94.12
PP 92.41 92.41 92.41 92.63
S1 91.54 91.54 92.60 91.98
S2 90.27 90.27 92.41
S3 88.13 89.40 92.21
S4 85.99 87.26 91.62
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 93.60 90.41 3.19 3.4% 1.61 1.7% 75% False False 235,642
10 94.12 89.56 4.56 4.9% 1.87 2.0% 71% False False 190,962
20 95.07 89.56 5.51 5.9% 1.79 1.9% 59% False False 138,928
40 99.41 89.56 9.85 10.6% 1.57 1.7% 33% False False 94,386
60 103.54 89.56 13.98 15.1% 1.46 1.6% 23% False False 74,313
80 104.44 89.56 14.88 16.0% 1.34 1.4% 22% False False 60,731
100 104.44 89.56 14.88 16.0% 1.24 1.3% 22% False False 50,447
120 104.44 89.56 14.88 16.0% 1.17 1.3% 22% False False 43,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.39
2.618 98.89
1.618 96.75
1.000 95.43
0.618 94.61
HIGH 93.29
0.618 92.47
0.500 92.22
0.382 91.97
LOW 91.15
0.618 89.83
1.000 89.01
1.618 87.69
2.618 85.55
4.250 82.06
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 92.61 92.48
PP 92.41 92.17
S1 92.22 91.85

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

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