NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 90.98 92.17 1.19 1.3% 90.60
High 92.52 92.75 0.23 0.2% 93.41
Low 90.43 91.33 0.90 1.0% 89.30
Close 92.07 91.78 -0.29 -0.3% 91.14
Range 2.09 1.42 -0.67 -32.1% 4.11
ATR 1.62 1.60 -0.01 -0.9% 0.00
Volume 95,069 120,798 25,729 27.1% 414,205
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.21 95.42 92.56
R3 94.79 94.00 92.17
R2 93.37 93.37 92.04
R1 92.58 92.58 91.91 92.27
PP 91.95 91.95 91.95 91.80
S1 91.16 91.16 91.65 90.85
S2 90.53 90.53 91.52
S3 89.11 89.74 91.39
S4 87.69 88.32 91.00
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 92.75 89.87 2.88 3.1% 1.48 1.6% 66% True False 87,742
10 93.41 89.30 4.11 4.5% 1.65 1.8% 60% False False 92,097
20 94.42 89.13 5.29 5.8% 1.73 1.9% 50% False False 85,335
40 97.34 89.13 8.21 8.9% 1.49 1.6% 32% False False 72,884
60 102.34 89.13 13.21 14.4% 1.42 1.5% 20% False False 70,195
80 103.66 89.13 14.53 15.8% 1.33 1.4% 18% False False 67,106
100 103.66 89.13 14.53 15.8% 1.24 1.3% 18% False False 61,544
120 103.66 89.13 14.53 15.8% 1.20 1.3% 18% False False 58,433
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.79
2.618 96.47
1.618 95.05
1.000 94.17
0.618 93.63
HIGH 92.75
0.618 92.21
0.500 92.04
0.382 91.87
LOW 91.33
0.618 90.45
1.000 89.91
1.618 89.03
2.618 87.61
4.250 85.30
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 92.04 91.65
PP 91.95 91.52
S1 91.87 91.40

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

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