NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 92.89 92.47 -0.42 -0.5% 91.69
High 93.54 93.86 0.32 0.3% 93.86
Low 92.05 92.23 0.18 0.2% 90.41
Close 92.53 93.54 1.01 1.1% 93.54
Range 1.49 1.63 0.14 9.4% 3.45
ATR 1.68 1.68 0.00 -0.2% 0.00
Volume 248,852 258,890 10,038 4.0% 1,267,378
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.10 97.45 94.44
R3 96.47 95.82 93.99
R2 94.84 94.84 93.84
R1 94.19 94.19 93.69 94.52
PP 93.21 93.21 93.21 93.37
S1 92.56 92.56 93.39 92.89
S2 91.58 91.58 93.24
S3 89.95 90.93 93.09
S4 88.32 89.30 92.64
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.95 101.70 95.44
R3 99.50 98.25 94.49
R2 96.05 96.05 94.17
R1 94.80 94.80 93.86 95.43
PP 92.60 92.60 92.60 92.92
S1 91.35 91.35 93.22 91.98
S2 89.15 89.15 92.91
S3 85.70 87.90 92.59
S4 82.25 84.45 91.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.86 90.41 3.45 3.7% 1.66 1.8% 91% True False 253,475
10 94.12 89.76 4.36 4.7% 1.74 1.9% 87% False False 209,774
20 95.07 89.56 5.51 5.9% 1.85 2.0% 72% False False 159,693
40 97.35 89.56 7.79 8.3% 1.55 1.7% 51% False False 105,128
60 102.04 89.56 12.48 13.3% 1.48 1.6% 32% False False 82,018
80 104.44 89.56 14.88 15.9% 1.36 1.5% 27% False False 66,816
100 104.44 89.56 14.88 15.9% 1.25 1.3% 27% False False 55,433
120 104.44 89.56 14.88 15.9% 1.18 1.3% 27% False False 47,372
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.79
2.618 98.13
1.618 96.50
1.000 95.49
0.618 94.87
HIGH 93.86
0.618 93.24
0.500 93.05
0.382 92.85
LOW 92.23
0.618 91.22
1.000 90.60
1.618 89.59
2.618 87.96
4.250 85.30
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 93.38 93.20
PP 93.21 92.85
S1 93.05 92.51

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

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