NYMEX Light Sweet Crude Oil Future March 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 90.25 90.33 0.08 0.1% 90.00
High 90.98 90.71 -0.27 -0.3% 92.32
Low 90.15 89.40 -0.75 -0.8% 88.98
Close 90.61 89.88 -0.73 -0.8% 90.61
Range 0.83 1.31 0.48 57.8% 3.34
ATR 1.26 1.26 0.00 0.3% 0.00
Volume 17,110 19,020 1,910 11.2% 90,157
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.93 93.21 90.60
R3 92.62 91.90 90.24
R2 91.31 91.31 90.12
R1 90.59 90.59 90.00 90.30
PP 90.00 90.00 90.00 89.85
S1 89.28 89.28 89.76 88.99
S2 88.69 88.69 89.64
S3 87.38 87.97 89.52
S4 86.07 86.66 89.16
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 89.40 2.92 3.2% 1.29 1.4% 16% False True 17,275
10 92.32 88.98 3.34 3.7% 1.37 1.5% 27% False False 20,342
20 93.80 88.98 4.82 5.4% 1.23 1.4% 19% False False 16,354
40 97.39 88.98 8.41 9.4% 1.12 1.2% 11% False False 13,225
60 100.33 88.98 11.35 12.6% 1.04 1.2% 8% False False 11,760
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 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.28
2.618 94.14
1.618 92.83
1.000 92.02
0.618 91.52
HIGH 90.71
0.618 90.21
0.500 90.06
0.382 89.90
LOW 89.40
0.618 88.59
1.000 88.09
1.618 87.28
2.618 85.97
4.250 83.83
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 90.06 90.62
PP 90.00 90.37
S1 89.94 90.13

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

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