NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 91.86 92.56 0.70 0.8% 90.86
High 92.83 93.07 0.24 0.3% 92.23
Low 91.32 89.44 -1.88 -2.1% 89.65
Close 92.78 89.76 -3.02 -3.3% 92.02
Range 1.51 3.63 2.12 140.4% 2.58
ATR 1.46 1.62 0.15 10.6% 0.00
Volume 37,267 36,434 -833 -2.2% 167,914
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.65 99.33 91.76
R3 98.02 95.70 90.76
R2 94.39 94.39 90.43
R1 92.07 92.07 90.09 91.42
PP 90.76 90.76 90.76 90.43
S1 88.44 88.44 89.43 87.79
S2 87.13 87.13 89.09
S3 83.50 84.81 88.76
S4 79.87 81.18 87.76
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 93.07 89.44 3.63 4.0% 1.93 2.2% 9% True True 39,290
10 93.07 89.44 3.63 4.0% 1.58 1.8% 9% True True 31,005
20 94.16 89.04 5.12 5.7% 1.69 1.9% 14% False False 30,610
40 96.50 89.04 7.46 8.3% 1.43 1.6% 10% False False 24,081
60 100.38 89.04 11.34 12.6% 1.34 1.5% 6% False False 20,747
80 102.53 89.04 13.49 15.0% 1.23 1.4% 5% False False 17,648
100 102.53 89.04 13.49 15.0% 1.10 1.2% 5% False False 15,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 108.50
2.618 102.57
1.618 98.94
1.000 96.70
0.618 95.31
HIGH 93.07
0.618 91.68
0.500 91.26
0.382 90.83
LOW 89.44
0.618 87.20
1.000 85.81
1.618 83.57
2.618 79.94
4.250 74.01
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 91.26 91.26
PP 90.76 90.76
S1 90.26 90.26

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

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