NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 92.35 91.60 -0.75 -0.8% 93.85
High 92.50 92.20 -0.30 -0.3% 94.16
Low 90.92 91.11 0.19 0.2% 91.41
Close 91.62 91.33 -0.29 -0.3% 92.28
Range 1.58 1.09 -0.49 -31.0% 2.75
ATR 1.35 1.33 -0.02 -1.4% 0.00
Volume 18,453 30,727 12,274 66.5% 105,646
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.82 94.16 91.93
R3 93.73 93.07 91.63
R2 92.64 92.64 91.53
R1 91.98 91.98 91.43 91.77
PP 91.55 91.55 91.55 91.44
S1 90.89 90.89 91.23 90.68
S2 90.46 90.46 91.13
S3 89.37 89.80 91.03
S4 88.28 88.71 90.73
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.87 99.32 93.79
R3 98.12 96.57 93.04
R2 95.37 95.37 92.78
R1 93.82 93.82 92.53 93.22
PP 92.62 92.62 92.62 92.32
S1 91.07 91.07 92.03 90.47
S2 89.87 89.87 91.78
S3 87.12 88.32 91.52
S4 84.37 85.57 90.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.16 90.92 3.24 3.5% 1.57 1.7% 13% False False 25,852
10 94.16 90.92 3.24 3.5% 1.37 1.5% 13% False False 21,501
20 95.72 90.92 4.80 5.3% 1.30 1.4% 9% False False 20,021
40 99.36 90.92 8.44 9.2% 1.20 1.3% 5% False False 17,964
60 102.53 90.92 11.61 12.7% 1.11 1.2% 4% False False 14,691
80 102.53 90.92 11.61 12.7% 1.01 1.1% 4% False False 12,639
100 102.53 90.92 11.61 12.7% 0.94 1.0% 4% False False 10,836
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.83
2.618 95.05
1.618 93.96
1.000 93.29
0.618 92.87
HIGH 92.20
0.618 91.78
0.500 91.66
0.382 91.53
LOW 91.11
0.618 90.44
1.000 90.02
1.618 89.35
2.618 88.26
4.250 86.48
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 91.66 92.23
PP 91.55 91.93
S1 91.44 91.63

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

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