NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 92.47 93.35 0.88 1.0% 91.69
High 93.86 94.64 0.78 0.8% 93.86
Low 92.23 92.74 0.51 0.6% 90.41
Close 93.54 94.57 1.03 1.1% 93.54
Range 1.63 1.90 0.27 16.6% 3.45
ATR 1.68 1.69 0.02 1.0% 0.00
Volume 258,890 261,246 2,356 0.9% 1,267,378
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.68 99.03 95.62
R3 97.78 97.13 95.09
R2 95.88 95.88 94.92
R1 95.23 95.23 94.74 95.56
PP 93.98 93.98 93.98 94.15
S1 93.33 93.33 94.40 93.66
S2 92.08 92.08 94.22
S3 90.18 91.43 94.05
S4 88.28 89.53 93.53
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 94.64 90.58 4.06 4.3% 1.73 1.8% 98% True False 259,878
10 94.64 90.41 4.23 4.5% 1.70 1.8% 98% True False 225,417
20 94.94 89.56 5.38 5.7% 1.88 2.0% 93% False False 167,963
40 97.35 89.56 7.79 8.2% 1.57 1.7% 64% False False 110,295
60 102.04 89.56 12.48 13.2% 1.50 1.6% 40% False False 85,909
80 104.44 89.56 14.88 15.7% 1.38 1.5% 34% False False 69,927
100 104.44 89.56 14.88 15.7% 1.26 1.3% 34% False False 57,975
120 104.44 89.56 14.88 15.7% 1.18 1.3% 34% False False 49,487
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.72
2.618 99.61
1.618 97.71
1.000 96.54
0.618 95.81
HIGH 94.64
0.618 93.91
0.500 93.69
0.382 93.47
LOW 92.74
0.618 91.57
1.000 90.84
1.618 89.67
2.618 87.77
4.250 84.67
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 94.28 94.16
PP 93.98 93.75
S1 93.69 93.35

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

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