NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 93.35 94.34 0.99 1.1% 91.69
High 94.64 94.90 0.26 0.3% 93.86
Low 92.74 90.86 -1.88 -2.0% 90.41
Close 94.57 91.16 -3.41 -3.6% 93.54
Range 1.90 4.04 2.14 112.6% 3.45
ATR 1.69 1.86 0.17 9.9% 0.00
Volume 261,246 429,251 168,005 64.3% 1,267,378
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 104.43 101.83 93.38
R3 100.39 97.79 92.27
R2 96.35 96.35 91.90
R1 93.75 93.75 91.53 93.03
PP 92.31 92.31 92.31 91.95
S1 89.71 89.71 90.79 88.99
S2 88.27 88.27 90.42
S3 84.23 85.67 90.05
S4 80.19 81.63 88.94
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 94.90 90.86 4.04 4.4% 2.24 2.5% 7% True True 296,174
10 94.90 90.41 4.49 4.9% 1.84 2.0% 17% True False 253,436
20 94.93 89.56 5.37 5.9% 1.93 2.1% 30% False False 184,420
40 97.35 89.56 7.79 8.5% 1.65 1.8% 21% False False 120,024
60 101.95 89.56 12.39 13.6% 1.55 1.7% 13% False False 92,755
80 104.44 89.56 14.88 16.3% 1.42 1.6% 11% False False 75,159
100 104.44 89.56 14.88 16.3% 1.30 1.4% 11% False False 62,163
120 104.44 89.56 14.88 16.3% 1.21 1.3% 11% False False 52,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 163 trading days
Fibonacci Retracements and Extensions
4.250 112.07
2.618 105.48
1.618 101.44
1.000 98.94
0.618 97.40
HIGH 94.90
0.618 93.36
0.500 92.88
0.382 92.40
LOW 90.86
0.618 88.36
1.000 86.82
1.618 84.32
2.618 80.28
4.250 73.69
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 92.88 92.88
PP 92.31 92.31
S1 91.73 91.73

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

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