NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 91.70 92.51 0.81 0.9% 91.08
High 92.90 93.56 0.66 0.7% 92.90
Low 91.45 91.87 0.42 0.5% 89.87
Close 92.62 93.49 0.87 0.9% 92.62
Range 1.45 1.69 0.24 16.6% 3.03
ATR 1.59 1.60 0.01 0.4% 0.00
Volume 101,957 103,085 1,128 1.1% 463,637
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.04 97.46 94.42
R3 96.35 95.77 93.95
R2 94.66 94.66 93.80
R1 94.08 94.08 93.64 94.37
PP 92.97 92.97 92.97 93.12
S1 92.39 92.39 93.34 92.68
S2 91.28 91.28 93.18
S3 89.59 90.70 93.03
S4 87.90 89.01 92.56
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 93.56 90.04 3.52 3.8% 1.61 1.7% 98% True False 99,330
10 93.56 89.87 3.69 3.9% 1.59 1.7% 98% True False 89,349
20 94.42 89.13 5.29 5.7% 1.79 1.9% 82% False False 89,246
40 96.98 89.13 7.85 8.4% 1.50 1.6% 56% False False 74,464
60 101.30 89.13 12.17 13.0% 1.44 1.5% 36% False False 71,764
80 103.66 89.13 14.53 15.5% 1.34 1.4% 30% False False 68,552
100 103.66 89.13 14.53 15.5% 1.25 1.3% 30% False False 62,956
120 103.66 89.13 14.53 15.5% 1.20 1.3% 30% False False 59,478
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.74
2.618 97.98
1.618 96.29
1.000 95.25
0.618 94.60
HIGH 93.56
0.618 92.91
0.500 92.72
0.382 92.52
LOW 91.87
0.618 90.83
1.000 90.18
1.618 89.14
2.618 87.45
4.250 84.69
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 93.23 93.14
PP 92.97 92.79
S1 92.72 92.45

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

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