NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 93.29 90.54 -2.75 -2.9% 91.08
High 93.82 91.95 -1.87 -2.0% 92.90
Low 89.97 89.47 -0.50 -0.6% 89.87
Close 90.27 89.74 -0.53 -0.6% 92.62
Range 3.85 2.48 -1.37 -35.6% 3.03
ATR 1.76 1.81 0.05 2.9% 0.00
Volume 114,166 168,573 54,407 47.7% 463,637
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 97.83 96.26 91.10
R3 95.35 93.78 90.42
R2 92.87 92.87 90.19
R1 91.30 91.30 89.97 90.85
PP 90.39 90.39 90.39 90.16
S1 88.82 88.82 89.51 88.37
S2 87.91 87.91 89.29
S3 85.43 86.34 89.06
S4 82.95 83.86 88.38
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 89.47 4.35 4.8% 2.18 2.4% 6% False True 121,715
10 93.82 89.47 4.35 4.8% 1.85 2.1% 6% False True 101,398
20 94.10 89.13 4.97 5.5% 1.83 2.0% 12% False False 94,481
40 96.98 89.13 7.85 8.7% 1.61 1.8% 8% False False 78,671
60 100.54 89.13 11.41 12.7% 1.52 1.7% 5% False False 74,982
80 103.66 89.13 14.53 16.2% 1.40 1.6% 4% False False 71,006
100 103.66 89.13 14.53 16.2% 1.29 1.4% 4% False False 65,000
120 103.66 89.13 14.53 16.2% 1.24 1.4% 4% False False 60,859
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.49
2.618 98.44
1.618 95.96
1.000 94.43
0.618 93.48
HIGH 91.95
0.618 91.00
0.500 90.71
0.382 90.42
LOW 89.47
0.618 87.94
1.000 86.99
1.618 85.46
2.618 82.98
4.250 78.93
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 90.71 91.65
PP 90.39 91.01
S1 90.06 90.38

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

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