NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 90.99 92.47 1.48 1.6% 92.35
High 92.97 92.89 -0.08 -0.1% 92.50
Low 90.64 91.71 1.07 1.2% 89.04
Close 92.66 92.11 -0.55 -0.6% 90.48
Range 2.33 1.18 -1.15 -49.4% 3.46
ATR 1.55 1.53 -0.03 -1.7% 0.00
Volume 20,562 24,034 3,472 16.9% 168,920
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.78 95.12 92.76
R3 94.60 93.94 92.43
R2 93.42 93.42 92.33
R1 92.76 92.76 92.22 92.50
PP 92.24 92.24 92.24 92.11
S1 91.58 91.58 92.00 91.32
S2 91.06 91.06 91.89
S3 89.88 90.40 91.79
S4 88.70 89.22 91.46
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 92.97 89.04 3.93 4.3% 1.93 2.1% 78% False False 32,164
10 93.81 89.04 4.77 5.2% 1.70 1.8% 64% False False 29,328
20 94.16 89.04 5.12 5.6% 1.45 1.6% 60% False False 24,551
40 99.36 89.04 10.32 11.2% 1.32 1.4% 30% False False 20,255
60 102.53 89.04 13.49 14.6% 1.23 1.3% 23% False False 17,170
80 102.53 89.04 13.49 14.6% 1.12 1.2% 23% False False 14,763
100 102.53 89.04 13.49 14.6% 1.02 1.1% 23% False False 12,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.91
2.618 95.98
1.618 94.80
1.000 94.07
0.618 93.62
HIGH 92.89
0.618 92.44
0.500 92.30
0.382 92.16
LOW 91.71
0.618 90.98
1.000 90.53
1.618 89.80
2.618 88.62
4.250 86.70
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 92.30 91.75
PP 92.24 91.39
S1 92.17 91.03

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

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