NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 91.29 91.86 0.57 0.6% 90.86
High 92.23 92.83 0.60 0.7% 92.23
Low 90.96 91.32 0.36 0.4% 89.65
Close 92.02 92.78 0.76 0.8% 92.02
Range 1.27 1.51 0.24 18.9% 2.58
ATR 1.46 1.46 0.00 0.2% 0.00
Volume 35,871 37,267 1,396 3.9% 167,914
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.84 96.32 93.61
R3 95.33 94.81 93.20
R2 93.82 93.82 93.06
R1 93.30 93.30 92.92 93.56
PP 92.31 92.31 92.31 92.44
S1 91.79 91.79 92.64 92.05
S2 90.80 90.80 92.50
S3 89.29 90.28 92.36
S4 87.78 88.77 91.95
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.04 98.11 93.44
R3 96.46 95.53 92.73
R2 93.88 93.88 92.49
R1 92.95 92.95 92.26 93.42
PP 91.30 91.30 91.30 91.53
S1 90.37 90.37 91.78 90.84
S2 88.72 88.72 91.55
S3 86.14 87.79 91.31
S4 83.56 85.21 90.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.83 89.95 2.88 3.1% 1.43 1.5% 98% True False 36,613
10 92.97 89.65 3.32 3.6% 1.45 1.6% 94% False False 29,418
20 94.16 89.04 5.12 5.5% 1.64 1.8% 73% False False 30,067
40 96.50 89.04 7.46 8.0% 1.36 1.5% 50% False False 23,565
60 100.55 89.04 11.51 12.4% 1.29 1.4% 32% False False 20,255
80 102.53 89.04 13.49 14.5% 1.19 1.3% 28% False False 17,310
100 102.53 89.04 13.49 14.5% 1.07 1.2% 28% False False 14,822
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.25
2.618 96.78
1.618 95.27
1.000 94.34
0.618 93.76
HIGH 92.83
0.618 92.25
0.500 92.08
0.382 91.90
LOW 91.32
0.618 90.39
1.000 89.81
1.618 88.88
2.618 87.37
4.250 84.90
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 92.55 92.47
PP 92.31 92.15
S1 92.08 91.84

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

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