NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 90.83 90.51 -0.32 -0.4% 89.99
High 91.17 90.91 -0.26 -0.3% 92.63
Low 90.28 89.53 -0.75 -0.8% 89.03
Close 90.76 89.98 -0.78 -0.9% 90.76
Range 0.89 1.38 0.49 55.1% 3.60
ATR 1.36 1.36 0.00 0.1% 0.00
Volume 13,956 10,742 -3,214 -23.0% 68,798
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.28 93.51 90.74
R3 92.90 92.13 90.36
R2 91.52 91.52 90.23
R1 90.75 90.75 90.11 90.45
PP 90.14 90.14 90.14 89.99
S1 89.37 89.37 89.85 89.07
S2 88.76 88.76 89.73
S3 87.38 87.99 89.60
S4 86.00 86.61 89.22
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.61 99.78 92.74
R3 98.01 96.18 91.75
R2 94.41 94.41 91.42
R1 92.58 92.58 91.09 93.50
PP 90.81 90.81 90.81 91.26
S1 88.98 88.98 90.43 89.90
S2 87.21 87.21 90.10
S3 83.61 85.38 89.77
S4 80.01 81.78 88.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.63 89.53 3.10 3.4% 1.36 1.5% 15% False True 12,683
10 92.63 89.00 3.63 4.0% 1.52 1.7% 27% False False 16,522
20 93.83 89.00 4.83 5.4% 1.35 1.5% 20% False False 13,110
40 98.12 89.00 9.12 10.1% 1.22 1.4% 11% False False 9,810
60 101.11 89.00 12.11 13.5% 1.11 1.2% 8% False False 8,175
80 101.33 89.00 12.33 13.7% 0.99 1.1% 8% False False 6,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.78
2.618 94.52
1.618 93.14
1.000 92.29
0.618 91.76
HIGH 90.91
0.618 90.38
0.500 90.22
0.382 90.06
LOW 89.53
0.618 88.68
1.000 88.15
1.618 87.30
2.618 85.92
4.250 83.67
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 90.22 90.80
PP 90.14 90.53
S1 90.06 90.25

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

View Archives - Comment on this page... - Back to Index of Symbols