NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 91.72 92.89 1.17 1.3% 91.24
High 93.29 93.54 0.25 0.3% 94.12
Low 91.15 92.05 0.90 1.0% 89.76
Close 92.80 92.53 -0.27 -0.3% 91.65
Range 2.14 1.49 -0.65 -30.4% 4.36
ATR 1.69 1.68 -0.01 -0.9% 0.00
Volume 282,634 248,852 -33,782 -12.0% 830,370
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.18 96.34 93.35
R3 95.69 94.85 92.94
R2 94.20 94.20 92.80
R1 93.36 93.36 92.67 93.04
PP 92.71 92.71 92.71 92.54
S1 91.87 91.87 92.39 91.55
S2 91.22 91.22 92.26
S3 89.73 90.38 92.12
S4 88.24 88.89 91.71
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 93.54 90.41 3.13 3.4% 1.55 1.7% 68% True False 251,790
10 94.12 89.76 4.36 4.7% 1.73 1.9% 64% False False 196,654
20 95.07 89.56 5.51 6.0% 1.82 2.0% 54% False False 149,245
40 97.96 89.56 8.40 9.1% 1.56 1.7% 35% False False 99,528
60 103.12 89.56 13.56 14.7% 1.47 1.6% 22% False False 78,080
80 104.44 89.56 14.88 16.1% 1.35 1.5% 20% False False 63,702
100 104.44 89.56 14.88 16.1% 1.24 1.3% 20% False False 52,880
120 104.44 89.56 14.88 16.1% 1.17 1.3% 20% False False 45,267
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.87
2.618 97.44
1.618 95.95
1.000 95.03
0.618 94.46
HIGH 93.54
0.618 92.97
0.500 92.80
0.382 92.62
LOW 92.05
0.618 91.13
1.000 90.56
1.618 89.64
2.618 88.15
4.250 85.72
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 92.80 92.37
PP 92.71 92.22
S1 92.62 92.06

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

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