NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 91.08 90.21 -0.87 -1.0% 90.60
High 91.34 91.42 0.08 0.1% 93.41
Low 89.87 90.04 0.17 0.2% 89.30
Close 90.34 90.91 0.57 0.6% 91.14
Range 1.47 1.38 -0.09 -6.1% 4.11
ATR 1.60 1.58 -0.02 -1.0% 0.00
Volume 70,070 75,743 5,673 8.1% 414,205
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.93 94.30 91.67
R3 93.55 92.92 91.29
R2 92.17 92.17 91.16
R1 91.54 91.54 91.04 91.86
PP 90.79 90.79 90.79 90.95
S1 90.16 90.16 90.78 90.48
S2 89.41 89.41 90.66
S3 88.03 88.78 90.53
S4 86.65 87.40 90.15
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 93.35 89.87 3.48 3.8% 1.36 1.5% 30% False False 81,949
10 93.41 89.13 4.28 4.7% 1.77 1.9% 42% False False 89,010
20 94.42 89.13 5.29 5.8% 1.65 1.8% 34% False False 78,301
40 98.92 89.13 9.79 10.8% 1.48 1.6% 18% False False 70,186
60 102.71 89.13 13.58 14.9% 1.39 1.5% 13% False False 68,026
80 103.66 89.13 14.53 16.0% 1.30 1.4% 12% False False 65,167
100 103.66 89.13 14.53 16.0% 1.22 1.3% 12% False False 60,152
120 103.66 89.13 14.53 16.0% 1.19 1.3% 12% False False 57,169
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.29
2.618 95.03
1.618 93.65
1.000 92.80
0.618 92.27
HIGH 91.42
0.618 90.89
0.500 90.73
0.382 90.57
LOW 90.04
0.618 89.19
1.000 88.66
1.618 87.81
2.618 86.43
4.250 84.18
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 90.85 90.86
PP 90.79 90.82
S1 90.73 90.77

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

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