NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 90.86 90.04 -0.82 -0.9% 90.22
High 91.07 91.04 -0.03 0.0% 92.97
Low 89.65 89.95 0.30 0.3% 89.08
Close 90.11 90.56 0.45 0.5% 90.92
Range 1.42 1.09 -0.33 -23.2% 3.89
ATR 1.48 1.45 -0.03 -1.9% 0.00
Volume 22,115 23,047 932 4.2% 121,603
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.79 93.26 91.16
R3 92.70 92.17 90.86
R2 91.61 91.61 90.76
R1 91.08 91.08 90.66 91.35
PP 90.52 90.52 90.52 90.65
S1 89.99 89.99 90.46 90.26
S2 89.43 89.43 90.36
S3 88.34 88.90 90.26
S4 87.25 87.81 89.96
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 92.89 89.65 3.24 3.6% 1.23 1.4% 28% False False 22,720
10 92.97 89.04 3.93 4.3% 1.64 1.8% 39% False False 28,650
20 94.16 89.04 5.12 5.7% 1.50 1.7% 30% False False 25,076
40 98.09 89.04 9.05 10.0% 1.34 1.5% 17% False False 20,907
60 101.87 89.04 12.83 14.2% 1.25 1.4% 12% False False 18,054
80 102.53 89.04 13.49 14.9% 1.15 1.3% 11% False False 15,758
100 102.53 89.04 13.49 14.9% 1.04 1.1% 11% False False 13,358
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.67
2.618 93.89
1.618 92.80
1.000 92.13
0.618 91.71
HIGH 91.04
0.618 90.62
0.500 90.50
0.382 90.37
LOW 89.95
0.618 89.28
1.000 88.86
1.618 88.19
2.618 87.10
4.250 85.32
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 90.54 90.55
PP 90.52 90.53
S1 90.50 90.52

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

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