NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 90.80 91.45 0.65 0.7% 90.33
High 91.75 91.92 0.17 0.2% 91.31
Low 90.63 88.72 -1.91 -2.1% 89.40
Close 91.71 89.06 -2.65 -2.9% 91.22
Range 1.12 3.20 2.08 185.7% 1.91
ATR 1.22 1.36 0.14 11.6% 0.00
Volume 26,241 21,873 -4,368 -16.6% 126,824
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.50 97.48 90.82
R3 96.30 94.28 89.94
R2 93.10 93.10 89.65
R1 91.08 91.08 89.35 90.49
PP 89.90 89.90 89.90 89.61
S1 87.88 87.88 88.77 87.29
S2 86.70 86.70 88.47
S3 83.50 84.68 88.18
S4 80.30 81.48 87.30
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.37 95.71 92.27
R3 94.46 93.80 91.75
R2 92.55 92.55 91.57
R1 91.89 91.89 91.40 92.22
PP 90.64 90.64 90.64 90.81
S1 89.98 89.98 91.04 90.31
S2 88.73 88.73 90.87
S3 86.82 88.07 90.69
S4 84.91 86.16 90.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.92 88.72 3.20 3.6% 1.62 1.8% 11% True True 28,189
10 92.27 88.72 3.55 4.0% 1.33 1.5% 10% False True 22,736
20 93.80 88.72 5.08 5.7% 1.39 1.6% 7% False True 21,038
40 95.56 88.72 6.84 7.7% 1.19 1.3% 5% False True 15,544
60 99.04 88.72 10.32 11.6% 1.13 1.3% 3% False True 13,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 105.52
2.618 100.30
1.618 97.10
1.000 95.12
0.618 93.90
HIGH 91.92
0.618 90.70
0.500 90.32
0.382 89.94
LOW 88.72
0.618 86.74
1.000 85.52
1.618 83.54
2.618 80.34
4.250 75.12
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 90.32 90.32
PP 89.90 89.90
S1 89.48 89.48

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

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