NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 92.93 92.26 -0.67 -0.7% 92.48
High 93.35 92.88 -0.47 -0.5% 92.73
Low 92.08 91.24 -0.84 -0.9% 89.13
Close 92.50 91.39 -1.11 -1.2% 90.77
Range 1.27 1.64 0.37 29.1% 3.60
ATR 1.65 1.65 0.00 -0.1% 0.00
Volume 99,405 87,498 -11,907 -12.0% 473,825
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.76 95.71 92.29
R3 95.12 94.07 91.84
R2 93.48 93.48 91.69
R1 92.43 92.43 91.54 92.14
PP 91.84 91.84 91.84 91.69
S1 90.79 90.79 91.24 90.50
S2 90.20 90.20 91.09
S3 88.56 89.15 90.94
S4 86.92 87.51 90.49
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 93.41 89.30 4.11 4.5% 1.83 2.0% 51% False False 96,453
10 93.75 89.13 4.62 5.1% 1.87 2.0% 49% False False 88,175
20 94.42 89.13 5.29 5.8% 1.64 1.8% 43% False False 76,272
40 100.08 89.13 10.95 12.0% 1.47 1.6% 21% False False 69,254
60 103.66 89.13 14.53 15.9% 1.39 1.5% 16% False False 67,115
80 103.66 89.13 14.53 15.9% 1.29 1.4% 16% False False 63,807
100 103.66 89.13 14.53 15.9% 1.22 1.3% 16% False False 59,210
120 103.66 89.13 14.53 15.9% 1.18 1.3% 16% False False 56,079
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.85
2.618 97.17
1.618 95.53
1.000 94.52
0.618 93.89
HIGH 92.88
0.618 92.25
0.500 92.06
0.382 91.87
LOW 91.24
0.618 90.23
1.000 89.60
1.618 88.59
2.618 86.95
4.250 84.27
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 92.06 92.17
PP 91.84 91.91
S1 91.61 91.65

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

View Archives - Comment on this page... - Back to Index of Symbols