NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 92.86 91.17 -1.69 -1.8% 93.23
High 93.03 91.39 -1.64 -1.8% 93.43
Low 91.75 90.89 -0.86 -0.9% 91.41
Close 91.96 91.39 -0.57 -0.6% 91.96
Range 1.28 0.50 -0.78 -60.9% 2.02
ATR 1.03 1.03 0.00 0.3% 0.00
Volume 2,337 2,876 539 23.1% 16,101
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 92.72 92.56 91.67
R3 92.22 92.06 91.53
R2 91.72 91.72 91.48
R1 91.56 91.56 91.44 91.64
PP 91.22 91.22 91.22 91.27
S1 91.06 91.06 91.34 91.14
S2 90.72 90.72 91.30
S3 90.22 90.56 91.25
S4 89.72 90.06 91.12
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.33 97.16 93.07
R3 96.31 95.14 92.52
R2 94.29 94.29 92.33
R1 93.12 93.12 92.15 92.70
PP 92.27 92.27 92.27 92.05
S1 91.10 91.10 91.77 90.68
S2 90.25 90.25 91.59
S3 88.23 89.08 91.40
S4 86.21 87.06 90.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.43 90.89 2.54 2.8% 1.18 1.3% 20% False True 3,795
10 93.50 90.89 2.61 2.9% 0.89 1.0% 19% False True 3,604
20 94.76 90.89 3.87 4.2% 0.89 1.0% 13% False True 3,224
40 97.35 90.89 6.46 7.1% 0.86 0.9% 8% False True 3,094
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 0.12
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 93.52
2.618 92.70
1.618 92.20
1.000 91.89
0.618 91.70
HIGH 91.39
0.618 91.20
0.500 91.14
0.382 91.08
LOW 90.89
0.618 90.58
1.000 90.39
1.618 90.08
2.618 89.58
4.250 88.77
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 91.31 92.11
PP 91.22 91.87
S1 91.14 91.63

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

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