NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 91.07 90.86 -0.21 -0.2% 90.22
High 91.39 91.07 -0.32 -0.4% 92.97
Low 90.43 89.65 -0.78 -0.9% 89.08
Close 90.92 90.11 -0.81 -0.9% 90.92
Range 0.96 1.42 0.46 47.9% 3.89
ATR 1.48 1.48 0.00 -0.3% 0.00
Volume 22,829 22,115 -714 -3.1% 121,603
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.54 93.74 90.89
R3 93.12 92.32 90.50
R2 91.70 91.70 90.37
R1 90.90 90.90 90.24 90.59
PP 90.28 90.28 90.28 90.12
S1 89.48 89.48 89.98 89.17
S2 88.86 88.86 89.85
S3 87.44 88.06 89.72
S4 86.02 86.64 89.33
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 89.65 3.32 3.7% 1.47 1.6% 14% False True 22,223
10 92.97 89.04 3.93 4.4% 1.64 1.8% 27% False False 29,418
20 94.16 89.04 5.12 5.7% 1.49 1.6% 21% False False 24,703
40 98.71 89.04 9.67 10.7% 1.34 1.5% 11% False False 20,713
60 101.88 89.04 12.84 14.2% 1.24 1.4% 8% False False 17,803
80 102.53 89.04 13.49 15.0% 1.14 1.3% 8% False False 15,497
100 102.53 89.04 13.49 15.0% 1.04 1.2% 8% False False 13,174
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.11
2.618 94.79
1.618 93.37
1.000 92.49
0.618 91.95
HIGH 91.07
0.618 90.53
0.500 90.36
0.382 90.19
LOW 89.65
0.618 88.77
1.000 88.23
1.618 87.35
2.618 85.93
4.250 83.62
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 90.36 91.05
PP 90.28 90.73
S1 90.19 90.42

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

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