NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 89.94 90.28 0.34 0.4% 89.99
High 90.75 91.49 0.74 0.8% 92.63
Low 89.78 89.71 -0.07 -0.1% 89.03
Close 90.34 91.10 0.76 0.8% 90.76
Range 0.97 1.78 0.81 83.5% 3.60
ATR 1.33 1.36 0.03 2.4% 0.00
Volume 11,581 16,783 5,202 44.9% 68,798
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.11 95.38 92.08
R3 94.33 93.60 91.59
R2 92.55 92.55 91.43
R1 91.82 91.82 91.26 92.19
PP 90.77 90.77 90.77 90.95
S1 90.04 90.04 90.94 90.41
S2 88.99 88.99 90.77
S3 87.21 88.26 90.61
S4 85.43 86.48 90.12
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 92.07 89.53 2.54 2.8% 1.26 1.4% 62% False False 13,027
10 92.63 89.00 3.63 4.0% 1.52 1.7% 58% False False 15,455
20 93.83 89.00 4.83 5.3% 1.42 1.6% 43% False False 13,786
40 97.42 89.00 8.42 9.2% 1.24 1.4% 25% False False 10,172
60 101.11 89.00 12.11 13.3% 1.14 1.3% 17% False False 8,521
80 101.33 89.00 12.33 13.5% 1.02 1.1% 17% False False 7,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.06
2.618 96.15
1.618 94.37
1.000 93.27
0.618 92.59
HIGH 91.49
0.618 90.81
0.500 90.60
0.382 90.39
LOW 89.71
0.618 88.61
1.000 87.93
1.618 86.83
2.618 85.05
4.250 82.15
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 90.93 90.90
PP 90.77 90.71
S1 90.60 90.51

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

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