NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 90.23 91.25 1.02 1.1% 92.35
High 91.65 91.83 0.18 0.2% 92.50
Low 89.04 90.31 1.27 1.4% 89.04
Close 91.11 90.48 -0.63 -0.7% 90.48
Range 2.61 1.52 -1.09 -41.8% 3.46
ATR 1.45 1.46 0.00 0.3% 0.00
Volume 43,780 39,845 -3,935 -9.0% 168,920
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.43 94.48 91.32
R3 93.91 92.96 90.90
R2 92.39 92.39 90.76
R1 91.44 91.44 90.62 91.16
PP 90.87 90.87 90.87 90.73
S1 89.92 89.92 90.34 89.64
S2 89.35 89.35 90.20
S3 87.83 88.40 90.06
S4 86.31 86.88 89.64
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.05 99.23 92.38
R3 97.59 95.77 91.43
R2 94.13 94.13 91.11
R1 92.31 92.31 90.80 91.49
PP 90.67 90.67 90.67 90.27
S1 88.85 88.85 90.16 88.03
S2 87.21 87.21 89.85
S3 83.75 85.39 89.53
S4 80.29 81.93 88.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.50 89.04 3.46 3.8% 1.72 1.9% 42% False False 33,784
10 94.16 89.04 5.12 5.7% 1.71 1.9% 28% False False 29,716
20 94.20 89.04 5.16 5.7% 1.37 1.5% 28% False False 23,449
40 99.36 89.04 10.32 11.4% 1.26 1.4% 14% False False 20,021
60 102.53 89.04 13.49 14.9% 1.18 1.3% 11% False False 16,220
80 102.53 89.04 13.49 14.9% 1.07 1.2% 11% False False 13,977
100 102.53 89.04 13.49 14.9% 0.99 1.1% 11% False False 11,952
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.29
2.618 95.81
1.618 94.29
1.000 93.35
0.618 92.77
HIGH 91.83
0.618 91.25
0.500 91.07
0.382 90.89
LOW 90.31
0.618 89.37
1.000 88.79
1.618 87.85
2.618 86.33
4.250 83.85
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 91.07 90.47
PP 90.87 90.45
S1 90.68 90.44

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

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