NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 92.17 91.70 -0.47 -0.5% 91.08
High 92.75 92.90 0.15 0.2% 92.90
Low 91.33 91.45 0.12 0.1% 89.87
Close 91.78 92.62 0.84 0.9% 92.62
Range 1.42 1.45 0.03 2.1% 3.03
ATR 1.60 1.59 -0.01 -0.7% 0.00
Volume 120,798 101,957 -18,841 -15.6% 463,637
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.67 96.10 93.42
R3 95.22 94.65 93.02
R2 93.77 93.77 92.89
R1 93.20 93.20 92.75 93.49
PP 92.32 92.32 92.32 92.47
S1 91.75 91.75 92.49 92.04
S2 90.87 90.87 92.35
S3 89.42 90.30 92.22
S4 87.97 88.85 91.82
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.89 99.78 94.29
R3 97.86 96.75 93.45
R2 94.83 94.83 93.18
R1 93.72 93.72 92.90 94.28
PP 91.80 91.80 91.80 92.07
S1 90.69 90.69 92.34 91.25
S2 88.77 88.77 92.06
S3 85.74 87.66 91.79
S4 82.71 84.63 90.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.90 89.87 3.03 3.3% 1.56 1.7% 91% True False 92,727
10 93.41 89.30 4.11 4.4% 1.64 1.8% 81% False False 87,784
20 94.42 89.13 5.29 5.7% 1.76 1.9% 66% False False 88,383
40 96.98 89.13 7.85 8.5% 1.49 1.6% 44% False False 73,975
60 101.34 89.13 12.21 13.2% 1.42 1.5% 29% False False 70,971
80 103.66 89.13 14.53 15.7% 1.33 1.4% 24% False False 67,909
100 103.66 89.13 14.53 15.7% 1.24 1.3% 24% False False 62,313
120 103.66 89.13 14.53 15.7% 1.20 1.3% 24% False False 58,937
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.06
2.618 96.70
1.618 95.25
1.000 94.35
0.618 93.80
HIGH 92.90
0.618 92.35
0.500 92.18
0.382 92.00
LOW 91.45
0.618 90.55
1.000 90.00
1.618 89.10
2.618 87.65
4.250 85.29
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 92.47 92.30
PP 92.32 91.98
S1 92.18 91.67

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

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