NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 90.18 91.01 0.83 0.9% 92.17
High 91.42 91.60 0.18 0.2% 92.38
Low 89.00 90.15 1.15 1.3% 89.00
Close 90.95 90.34 -0.61 -0.7% 90.34
Range 2.42 1.45 -0.97 -40.1% 3.38
ATR 1.32 1.33 0.01 0.7% 0.00
Volume 23,809 22,838 -971 -4.1% 95,797
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.05 94.14 91.14
R3 93.60 92.69 90.74
R2 92.15 92.15 90.61
R1 91.24 91.24 90.47 90.97
PP 90.70 90.70 90.70 90.56
S1 89.79 89.79 90.21 89.52
S2 89.25 89.25 90.07
S3 87.80 88.34 89.94
S4 86.35 86.89 89.54
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.71 98.91 92.20
R3 97.33 95.53 91.27
R2 93.95 93.95 90.96
R1 92.15 92.15 90.65 91.36
PP 90.57 90.57 90.57 90.18
S1 88.77 88.77 90.03 87.98
S2 87.19 87.19 89.72
S3 83.81 85.39 89.41
S4 80.43 82.01 88.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.38 89.00 3.38 3.7% 1.61 1.8% 40% False False 19,159
10 93.83 89.00 4.83 5.3% 1.55 1.7% 28% False False 15,221
20 93.90 89.00 4.90 5.4% 1.23 1.4% 27% False False 11,594
40 98.68 89.00 9.68 10.7% 1.14 1.3% 14% False False 9,029
60 101.33 89.00 12.33 13.6% 1.03 1.1% 11% False False 7,175
80 101.33 89.00 12.33 13.6% 0.93 1.0% 11% False False 5,974
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.76
2.618 95.40
1.618 93.95
1.000 93.05
0.618 92.50
HIGH 91.60
0.618 91.05
0.500 90.88
0.382 90.70
LOW 90.15
0.618 89.25
1.000 88.70
1.618 87.80
2.618 86.35
4.250 83.99
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 90.88 90.33
PP 90.70 90.31
S1 90.52 90.30

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

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