NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 91.41 91.28 -0.13 -0.1% 93.51
High 91.99 91.53 -0.46 -0.5% 93.81
Low 91.05 89.77 -1.28 -1.4% 91.44
Close 91.27 90.19 -1.08 -1.2% 92.19
Range 0.94 1.76 0.82 87.2% 2.37
ATR 1.20 1.24 0.04 3.3% 0.00
Volume 18,617 20,420 1,803 9.7% 48,638
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.78 94.74 91.16
R3 94.02 92.98 90.67
R2 92.26 92.26 90.51
R1 91.22 91.22 90.35 90.86
PP 90.50 90.50 90.50 90.32
S1 89.46 89.46 90.03 89.10
S2 88.74 88.74 89.87
S3 86.98 87.70 89.71
S4 85.22 85.94 89.22
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.59 98.26 93.49
R3 97.22 95.89 92.84
R2 94.85 94.85 92.62
R1 93.52 93.52 92.41 93.00
PP 92.48 92.48 92.48 92.22
S1 91.15 91.15 91.97 90.63
S2 90.11 90.11 91.76
S3 87.74 88.78 91.54
S4 85.37 86.41 90.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.67 89.77 3.90 4.3% 1.37 1.5% 11% False True 14,175
10 93.83 89.77 4.06 4.5% 1.32 1.5% 10% False True 12,118
20 95.39 89.77 5.62 6.2% 1.21 1.3% 7% False True 9,884
40 98.68 89.77 8.91 9.9% 1.08 1.2% 5% False True 8,091
60 101.33 89.77 11.56 12.8% 0.99 1.1% 4% False True 6,539
80 101.33 89.77 11.56 12.8% 0.89 1.0% 4% False True 5,437
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 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.01
2.618 96.14
1.618 94.38
1.000 93.29
0.618 92.62
HIGH 91.53
0.618 90.86
0.500 90.65
0.382 90.44
LOW 89.77
0.618 88.68
1.000 88.01
1.618 86.92
2.618 85.16
4.250 82.29
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 90.65 91.08
PP 90.50 90.78
S1 90.34 90.49

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

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