NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 90.53 91.60 1.07 1.2% 90.22
High 91.95 92.17 0.22 0.2% 92.97
Low 90.02 90.84 0.82 0.9% 89.08
Close 91.53 91.30 -0.23 -0.3% 90.92
Range 1.93 1.33 -0.60 -31.1% 3.89
ATR 1.49 1.47 -0.01 -0.7% 0.00
Volume 37,271 49,610 12,339 33.1% 121,603
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.43 94.69 92.03
R3 94.10 93.36 91.67
R2 92.77 92.77 91.54
R1 92.03 92.03 91.42 91.74
PP 91.44 91.44 91.44 91.29
S1 90.70 90.70 91.18 90.41
S2 90.11 90.11 91.06
S3 88.78 89.37 90.93
S4 87.45 88.04 90.57
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 92.17 89.65 2.52 2.8% 1.35 1.5% 65% True False 30,974
10 92.97 89.08 3.89 4.3% 1.52 1.7% 57% False False 29,349
20 94.16 89.04 5.12 5.6% 1.58 1.7% 44% False False 28,192
40 96.80 89.04 7.76 8.5% 1.36 1.5% 29% False False 22,453
60 101.52 89.04 12.48 13.7% 1.27 1.4% 18% False False 19,298
80 102.53 89.04 13.49 14.8% 1.18 1.3% 17% False False 16,749
100 102.53 89.04 13.49 14.8% 1.06 1.2% 17% False False 14,145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.82
2.618 95.65
1.618 94.32
1.000 93.50
0.618 92.99
HIGH 92.17
0.618 91.66
0.500 91.51
0.382 91.35
LOW 90.84
0.618 90.02
1.000 89.51
1.618 88.69
2.618 87.36
4.250 85.19
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 91.51 91.22
PP 91.44 91.14
S1 91.37 91.06

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

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