NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 91.26 90.25 -1.01 -1.1% 90.00
High 91.83 90.98 -0.85 -0.9% 92.32
Low 90.58 90.15 -0.43 -0.5% 88.98
Close 90.71 90.61 -0.10 -0.1% 90.61
Range 1.25 0.83 -0.42 -33.6% 3.34
ATR 1.29 1.26 -0.03 -2.5% 0.00
Volume 15,991 17,110 1,119 7.0% 90,157
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.07 92.67 91.07
R3 92.24 91.84 90.84
R2 91.41 91.41 90.76
R1 91.01 91.01 90.69 91.21
PP 90.58 90.58 90.58 90.68
S1 90.18 90.18 90.53 90.38
S2 89.75 89.75 90.46
S3 88.92 89.35 90.38
S4 88.09 88.52 90.15
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.66 98.97 92.45
R3 97.32 95.63 91.53
R2 93.98 93.98 91.22
R1 92.29 92.29 90.92 93.14
PP 90.64 90.64 90.64 91.06
S1 88.95 88.95 90.30 89.80
S2 87.30 87.30 90.00
S3 83.96 85.61 89.69
S4 80.62 82.27 88.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.32 88.98 3.34 3.7% 1.37 1.5% 49% False False 18,031
10 92.32 88.98 3.34 3.7% 1.32 1.5% 49% False False 19,793
20 93.80 88.98 4.82 5.3% 1.20 1.3% 34% False False 16,047
40 97.66 88.98 8.68 9.6% 1.11 1.2% 19% False False 12,997
60 100.36 88.98 11.38 12.6% 1.04 1.1% 14% False False 11,601
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.36
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 94.51
2.618 93.15
1.618 92.32
1.000 91.81
0.618 91.49
HIGH 90.98
0.618 90.66
0.500 90.57
0.382 90.47
LOW 90.15
0.618 89.64
1.000 89.32
1.618 88.81
2.618 87.98
4.250 86.62
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 90.60 91.21
PP 90.58 91.01
S1 90.57 90.81

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

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