NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 91.60 91.57 -0.03 0.0% 93.85
High 92.20 91.60 -0.60 -0.7% 94.16
Low 91.11 89.82 -1.29 -1.4% 91.41
Close 91.33 90.26 -1.07 -1.2% 92.28
Range 1.09 1.78 0.69 63.3% 2.75
ATR 1.33 1.36 0.03 2.4% 0.00
Volume 30,727 36,115 5,388 17.5% 105,646
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.90 94.86 91.24
R3 94.12 93.08 90.75
R2 92.34 92.34 90.59
R1 91.30 91.30 90.42 90.93
PP 90.56 90.56 90.56 90.38
S1 89.52 89.52 90.10 89.15
S2 88.78 88.78 89.93
S3 87.00 87.74 89.77
S4 85.22 85.96 89.28
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 93.81 89.82 3.99 4.4% 1.48 1.6% 11% False True 26,491
10 94.16 89.82 4.34 4.8% 1.46 1.6% 10% False True 24,195
20 95.72 89.82 5.90 6.5% 1.34 1.5% 7% False True 21,151
40 99.36 89.82 9.54 10.6% 1.21 1.3% 5% False True 18,548
60 102.53 89.82 12.71 14.1% 1.13 1.3% 3% False True 15,113
80 102.53 89.82 12.71 14.1% 1.03 1.1% 3% False True 13,030
100 102.53 89.82 12.71 14.1% 0.96 1.1% 3% False True 11,154
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.17
2.618 96.26
1.618 94.48
1.000 93.38
0.618 92.70
HIGH 91.60
0.618 90.92
0.500 90.71
0.382 90.50
LOW 89.82
0.618 88.72
1.000 88.04
1.618 86.94
2.618 85.16
4.250 82.26
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 90.71 91.16
PP 90.56 90.86
S1 90.41 90.56

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

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