NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 90.04 90.53 0.49 0.5% 90.22
High 91.04 91.95 0.91 1.0% 92.97
Low 89.95 90.02 0.07 0.1% 89.08
Close 90.56 91.53 0.97 1.1% 90.92
Range 1.09 1.93 0.84 77.1% 3.89
ATR 1.45 1.49 0.03 2.4% 0.00
Volume 23,047 37,271 14,224 61.7% 121,603
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.96 96.17 92.59
R3 95.03 94.24 92.06
R2 93.10 93.10 91.88
R1 92.31 92.31 91.71 92.71
PP 91.17 91.17 91.17 91.36
S1 90.38 90.38 91.35 90.78
S2 89.24 89.24 91.18
S3 87.31 88.45 91.00
S4 85.38 86.52 90.47
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 92.44 89.65 2.79 3.0% 1.38 1.5% 67% False False 25,367
10 92.97 89.04 3.93 4.3% 1.65 1.8% 63% False False 28,766
20 94.16 89.04 5.12 5.6% 1.56 1.7% 49% False False 26,480
40 98.03 89.04 8.99 9.8% 1.36 1.5% 28% False False 21,521
60 101.87 89.04 12.83 14.0% 1.27 1.4% 19% False False 18,578
80 102.53 89.04 13.49 14.7% 1.17 1.3% 18% False False 16,189
100 102.53 89.04 13.49 14.7% 1.06 1.2% 18% False False 13,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 100.15
2.618 97.00
1.618 95.07
1.000 93.88
0.618 93.14
HIGH 91.95
0.618 91.21
0.500 90.99
0.382 90.76
LOW 90.02
0.618 88.83
1.000 88.09
1.618 86.90
2.618 84.97
4.250 81.82
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 91.35 91.29
PP 91.17 91.04
S1 90.99 90.80

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

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