NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 91.01 89.99 -1.02 -1.1% 92.17
High 91.60 90.83 -0.77 -0.8% 92.38
Low 90.15 89.03 -1.12 -1.2% 89.00
Close 90.34 90.81 0.47 0.5% 90.34
Range 1.45 1.80 0.35 24.1% 3.38
ATR 1.33 1.37 0.03 2.5% 0.00
Volume 22,838 16,122 -6,716 -29.4% 95,797
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.62 95.02 91.80
R3 93.82 93.22 91.31
R2 92.02 92.02 91.14
R1 91.42 91.42 90.98 91.72
PP 90.22 90.22 90.22 90.38
S1 89.62 89.62 90.65 89.92
S2 88.42 88.42 90.48
S3 86.62 87.82 90.32
S4 84.82 86.02 89.82
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 91.99 89.00 2.99 3.3% 1.67 1.8% 61% False False 20,361
10 93.81 89.00 4.81 5.3% 1.67 1.8% 38% False False 16,055
20 93.83 89.00 4.83 5.3% 1.27 1.4% 37% False False 12,047
40 98.68 89.00 9.68 10.7% 1.17 1.3% 19% False False 9,142
60 101.33 89.00 12.33 13.6% 1.05 1.2% 15% False False 7,363
80 101.33 89.00 12.33 13.6% 0.94 1.0% 15% False False 6,155
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.48
2.618 95.54
1.618 93.74
1.000 92.63
0.618 91.94
HIGH 90.83
0.618 90.14
0.500 89.93
0.382 89.72
LOW 89.03
0.618 87.92
1.000 87.23
1.618 86.12
2.618 84.32
4.250 81.38
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 90.52 90.64
PP 90.22 90.47
S1 89.93 90.30

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

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