NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 92.51 93.29 0.78 0.8% 91.08
High 93.56 93.82 0.26 0.3% 92.90
Low 91.87 89.97 -1.90 -2.1% 89.87
Close 93.49 90.27 -3.22 -3.4% 92.62
Range 1.69 3.85 2.16 127.8% 3.03
ATR 1.60 1.76 0.16 10.0% 0.00
Volume 103,085 114,166 11,081 10.7% 463,637
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.90 100.44 92.39
R3 99.05 96.59 91.33
R2 95.20 95.20 90.98
R1 92.74 92.74 90.62 92.05
PP 91.35 91.35 91.35 91.01
S1 88.89 88.89 89.92 88.20
S2 87.50 87.50 89.56
S3 83.65 85.04 89.21
S4 79.80 81.19 88.15
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 93.82 89.97 3.85 4.3% 2.10 2.3% 8% True True 107,015
10 93.82 89.87 3.95 4.4% 1.73 1.9% 10% True False 94,482
20 94.42 89.13 5.29 5.9% 1.83 2.0% 22% False False 90,773
40 96.98 89.13 7.85 8.7% 1.57 1.7% 15% False False 75,580
60 101.15 89.13 12.02 13.3% 1.49 1.7% 9% False False 72,984
80 103.66 89.13 14.53 16.1% 1.38 1.5% 8% False False 69,413
100 103.66 89.13 14.53 16.1% 1.28 1.4% 8% False False 63,643
120 103.66 89.13 14.53 16.1% 1.23 1.4% 8% False False 59,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 142 trading days
Fibonacci Retracements and Extensions
4.250 110.18
2.618 103.90
1.618 100.05
1.000 97.67
0.618 96.20
HIGH 93.82
0.618 92.35
0.500 91.90
0.382 91.44
LOW 89.97
0.618 87.59
1.000 86.12
1.618 83.74
2.618 79.89
4.250 73.61
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 91.90 91.90
PP 91.35 91.35
S1 90.81 90.81

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

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