NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 92.26 91.30 -0.96 -1.0% 90.60
High 92.88 91.67 -1.21 -1.3% 93.41
Low 91.24 90.64 -0.60 -0.7% 89.30
Close 91.39 91.14 -0.25 -0.3% 91.14
Range 1.64 1.03 -0.61 -37.2% 4.11
ATR 1.65 1.61 -0.04 -2.7% 0.00
Volume 87,498 77,030 -10,468 -12.0% 414,205
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.24 93.72 91.71
R3 93.21 92.69 91.42
R2 92.18 92.18 91.33
R1 91.66 91.66 91.23 91.41
PP 91.15 91.15 91.15 91.02
S1 90.63 90.63 91.05 90.38
S2 90.12 90.12 90.95
S3 89.09 89.60 90.86
S4 88.06 88.57 90.57
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 103.61 101.49 93.40
R3 99.50 97.38 92.27
R2 95.39 95.39 91.89
R1 93.27 93.27 91.52 94.33
PP 91.28 91.28 91.28 91.82
S1 89.16 89.16 90.76 90.22
S2 87.17 87.17 90.39
S3 83.06 85.05 90.01
S4 78.95 80.94 88.88
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% 1.71 1.9% 45% False False 82,841
10 93.41 89.13 4.28 4.7% 1.78 2.0% 47% False False 88,803
20 94.42 89.13 5.29 5.8% 1.60 1.8% 38% False False 77,593
40 99.51 89.13 10.38 11.4% 1.47 1.6% 19% False False 69,358
60 103.07 89.13 13.94 15.3% 1.38 1.5% 14% False False 67,704
80 103.66 89.13 14.53 15.9% 1.29 1.4% 14% False False 64,356
100 103.66 89.13 14.53 15.9% 1.22 1.3% 14% False False 59,619
120 103.66 89.13 14.53 15.9% 1.18 1.3% 14% False False 56,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 96.05
2.618 94.37
1.618 93.34
1.000 92.70
0.618 92.31
HIGH 91.67
0.618 91.28
0.500 91.16
0.382 91.03
LOW 90.64
0.618 90.00
1.000 89.61
1.618 88.97
2.618 87.94
4.250 86.26
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 91.16 92.00
PP 91.15 91.71
S1 91.15 91.43

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

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