NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 90.79 92.19 1.40 1.5% 92.17
High 92.63 92.53 -0.10 -0.1% 92.38
Low 90.47 91.45 0.98 1.1% 89.00
Close 92.35 91.84 -0.51 -0.6% 90.34
Range 2.16 1.08 -1.08 -50.0% 3.38
ATR 1.42 1.40 -0.02 -1.7% 0.00
Volume 13,501 13,145 -356 -2.6% 95,797
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.18 94.59 92.43
R3 94.10 93.51 92.14
R2 93.02 93.02 92.04
R1 92.43 92.43 91.94 92.19
PP 91.94 91.94 91.94 91.82
S1 91.35 91.35 91.74 91.11
S2 90.86 90.86 91.64
S3 89.78 90.27 91.54
S4 88.70 89.19 91.25
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 92.63 89.00 3.63 4.0% 1.78 1.9% 78% False False 17,883
10 93.67 89.00 4.67 5.1% 1.58 1.7% 61% False False 16,029
20 93.83 89.00 4.83 5.3% 1.31 1.4% 59% False False 12,768
40 98.68 89.00 9.68 10.5% 1.20 1.3% 29% False False 9,468
60 101.33 89.00 12.33 13.4% 1.09 1.2% 23% False False 7,719
80 101.33 89.00 12.33 13.4% 0.97 1.1% 23% False False 6,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.12
2.618 95.36
1.618 94.28
1.000 93.61
0.618 93.20
HIGH 92.53
0.618 92.12
0.500 91.99
0.382 91.86
LOW 91.45
0.618 90.78
1.000 90.37
1.618 89.70
2.618 88.62
4.250 86.86
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 91.99 91.50
PP 91.94 91.17
S1 91.89 90.83

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

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