NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 91.70 91.07 -0.63 -0.7% 90.22
High 92.44 91.39 -1.05 -1.1% 92.97
Low 90.96 90.43 -0.53 -0.6% 89.08
Close 91.11 90.92 -0.19 -0.2% 90.92
Range 1.48 0.96 -0.52 -35.1% 3.89
ATR 1.52 1.48 -0.04 -2.6% 0.00
Volume 21,575 22,829 1,254 5.8% 121,603
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.79 93.32 91.45
R3 92.83 92.36 91.18
R2 91.87 91.87 91.10
R1 91.40 91.40 91.01 91.16
PP 90.91 90.91 90.91 90.79
S1 90.44 90.44 90.83 90.20
S2 89.95 89.95 90.74
S3 88.99 89.48 90.66
S4 88.03 88.52 90.39
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.66 100.68 93.06
R3 98.77 96.79 91.99
R2 94.88 94.88 91.63
R1 92.90 92.90 91.28 93.89
PP 90.99 90.99 90.99 91.49
S1 89.01 89.01 90.56 90.00
S2 87.10 87.10 90.21
S3 83.21 85.12 89.85
S4 79.32 81.23 88.78
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% 1.59 1.7% 47% False False 24,320
10 92.97 89.04 3.93 4.3% 1.65 1.8% 48% False False 29,052
20 94.16 89.04 5.12 5.6% 1.46 1.6% 37% False False 24,898
40 98.82 89.04 9.78 10.8% 1.33 1.5% 19% False False 20,382
60 102.15 89.04 13.11 14.4% 1.23 1.4% 14% False False 17,670
80 102.53 89.04 13.49 14.8% 1.13 1.2% 14% False False 15,249
100 102.53 89.04 13.49 14.8% 1.03 1.1% 14% False False 12,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 95.47
2.618 93.90
1.618 92.94
1.000 92.35
0.618 91.98
HIGH 91.39
0.618 91.02
0.500 90.91
0.382 90.80
LOW 90.43
0.618 89.84
1.000 89.47
1.618 88.88
2.618 87.92
4.250 86.35
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 90.92 91.66
PP 90.91 91.41
S1 90.91 91.17

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

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