NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 90.21 90.98 0.77 0.9% 90.60
High 91.42 92.52 1.10 1.2% 93.41
Low 90.04 90.43 0.39 0.4% 89.30
Close 90.91 92.07 1.16 1.3% 91.14
Range 1.38 2.09 0.71 51.4% 4.11
ATR 1.58 1.62 0.04 2.3% 0.00
Volume 75,743 95,069 19,326 25.5% 414,205
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.94 97.10 93.22
R3 95.85 95.01 92.64
R2 93.76 93.76 92.45
R1 92.92 92.92 92.26 93.34
PP 91.67 91.67 91.67 91.89
S1 90.83 90.83 91.88 91.25
S2 89.58 89.58 91.69
S3 87.49 88.74 91.50
S4 85.40 86.65 90.92
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 92.88 89.87 3.01 3.3% 1.52 1.7% 73% False False 81,082
10 93.41 89.13 4.28 4.6% 1.79 1.9% 69% False False 89,289
20 94.42 89.13 5.29 5.7% 1.70 1.9% 56% False False 81,653
40 98.67 89.13 9.54 10.4% 1.50 1.6% 31% False False 71,450
60 102.71 89.13 13.58 14.7% 1.41 1.5% 22% False False 69,075
80 103.66 89.13 14.53 15.8% 1.32 1.4% 20% False False 66,004
100 103.66 89.13 14.53 15.8% 1.24 1.3% 20% False False 60,704
120 103.66 89.13 14.53 15.8% 1.19 1.3% 20% False False 57,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.40
2.618 97.99
1.618 95.90
1.000 94.61
0.618 93.81
HIGH 92.52
0.618 91.72
0.500 91.48
0.382 91.23
LOW 90.43
0.618 89.14
1.000 88.34
1.618 87.05
2.618 84.96
4.250 81.55
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 91.87 91.78
PP 91.67 91.49
S1 91.48 91.20

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

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