NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 91.56 90.60 -0.96 -1.0% 92.48
High 92.18 91.42 -0.76 -0.8% 92.73
Low 90.55 89.30 -1.25 -1.4% 89.13
Close 90.77 91.37 0.60 0.7% 90.77
Range 1.63 2.12 0.49 30.1% 3.60
ATR 1.58 1.62 0.04 2.4% 0.00
Volume 145,094 87,431 -57,663 -39.7% 473,825
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.06 96.33 92.54
R3 94.94 94.21 91.95
R2 92.82 92.82 91.76
R1 92.09 92.09 91.56 92.46
PP 90.70 90.70 90.70 90.88
S1 89.97 89.97 91.18 90.34
S2 88.58 88.58 90.98
S3 86.46 87.85 90.79
S4 84.34 85.73 90.20
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.68 99.82 92.75
R3 98.08 96.22 91.76
R2 94.48 94.48 91.43
R1 92.62 92.62 91.10 91.75
PP 90.88 90.88 90.88 90.44
S1 89.02 89.02 90.44 88.15
S2 87.28 87.28 90.11
S3 83.68 85.42 89.78
S4 80.08 81.82 88.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.47 89.13 3.34 3.7% 1.93 2.1% 67% False False 98,800
10 94.42 89.13 5.29 5.8% 1.98 2.2% 42% False False 89,143
20 94.42 89.13 5.29 5.8% 1.56 1.7% 42% False False 73,760
40 100.35 89.13 11.22 12.3% 1.43 1.6% 20% False False 67,424
60 103.66 89.13 14.53 15.9% 1.35 1.5% 15% False False 65,846
80 103.66 89.13 14.53 15.9% 1.25 1.4% 15% False False 62,421
100 103.66 89.13 14.53 15.9% 1.20 1.3% 15% False False 58,079
120 103.66 89.13 14.53 15.9% 1.16 1.3% 15% False False 54,780
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.43
2.618 96.97
1.618 94.85
1.000 93.54
0.618 92.73
HIGH 91.42
0.618 90.61
0.500 90.36
0.382 90.11
LOW 89.30
0.618 87.99
1.000 87.18
1.618 85.87
2.618 83.75
4.250 80.29
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 91.03 91.13
PP 90.70 90.89
S1 90.36 90.66

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

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