NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 91.57 90.23 -1.34 -1.5% 93.85
High 91.60 91.65 0.05 0.1% 94.16
Low 89.82 89.04 -0.78 -0.9% 91.41
Close 90.26 91.11 0.85 0.9% 92.28
Range 1.78 2.61 0.83 46.6% 2.75
ATR 1.36 1.45 0.09 6.5% 0.00
Volume 36,115 43,780 7,665 21.2% 105,646
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.43 97.38 92.55
R3 95.82 94.77 91.83
R2 93.21 93.21 91.59
R1 92.16 92.16 91.35 92.69
PP 90.60 90.60 90.60 90.86
S1 89.55 89.55 90.87 90.08
S2 87.99 87.99 90.63
S3 85.38 86.94 90.39
S4 82.77 84.33 89.67
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 93.53 89.04 4.49 4.9% 1.79 2.0% 46% False True 30,062
10 94.16 89.04 5.12 5.6% 1.65 1.8% 40% False True 27,036
20 95.54 89.04 6.50 7.1% 1.42 1.6% 32% False True 22,479
40 99.36 89.04 10.32 11.3% 1.26 1.4% 20% False True 19,303
60 102.53 89.04 13.49 14.8% 1.16 1.3% 15% False True 15,692
80 102.53 89.04 13.49 14.8% 1.06 1.2% 15% False True 13,554
100 102.53 89.04 13.49 14.8% 0.98 1.1% 15% False True 11,573
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 0.25
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 102.74
2.618 98.48
1.618 95.87
1.000 94.26
0.618 93.26
HIGH 91.65
0.618 90.65
0.500 90.35
0.382 90.04
LOW 89.04
0.618 87.43
1.000 86.43
1.618 84.82
2.618 82.21
4.250 77.95
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 90.86 90.95
PP 90.60 90.78
S1 90.35 90.62

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

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