NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 92.47 91.70 -0.77 -0.8% 92.35
High 92.89 92.44 -0.45 -0.5% 92.50
Low 91.71 90.96 -0.75 -0.8% 89.04
Close 92.11 91.11 -1.00 -1.1% 90.48
Range 1.18 1.48 0.30 25.4% 3.46
ATR 1.53 1.52 0.00 -0.2% 0.00
Volume 24,034 21,575 -2,459 -10.2% 168,920
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.94 95.01 91.92
R3 94.46 93.53 91.52
R2 92.98 92.98 91.38
R1 92.05 92.05 91.25 91.78
PP 91.50 91.50 91.50 91.37
S1 90.57 90.57 90.97 90.30
S2 90.02 90.02 90.84
S3 88.54 89.09 90.70
S4 87.06 87.61 90.30
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 89.08 3.89 4.3% 1.70 1.9% 52% False False 27,723
10 93.53 89.04 4.49 4.9% 1.75 1.9% 46% False False 28,893
20 94.16 89.04 5.12 5.6% 1.49 1.6% 40% False False 24,427
40 99.36 89.04 10.32 11.3% 1.33 1.5% 20% False False 20,338
60 102.53 89.04 13.49 14.8% 1.24 1.4% 15% False False 17,445
80 102.53 89.04 13.49 14.8% 1.13 1.2% 15% False False 15,003
100 102.53 89.04 13.49 14.8% 1.03 1.1% 15% False False 12,796
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.73
2.618 96.31
1.618 94.83
1.000 93.92
0.618 93.35
HIGH 92.44
0.618 91.87
0.500 91.70
0.382 91.53
LOW 90.96
0.618 90.05
1.000 89.48
1.618 88.57
2.618 87.09
4.250 84.67
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 91.70 91.81
PP 91.50 91.57
S1 91.31 91.34

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

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