NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 91.17 91.38 0.21 0.2% 93.23
High 91.39 91.64 0.25 0.3% 93.43
Low 90.89 90.87 -0.02 0.0% 91.41
Close 91.39 91.09 -0.30 -0.3% 91.96
Range 0.50 0.77 0.27 54.0% 2.02
ATR 1.03 1.01 -0.02 -1.8% 0.00
Volume 2,876 3,903 1,027 35.7% 16,101
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.51 93.07 91.51
R3 92.74 92.30 91.30
R2 91.97 91.97 91.23
R1 91.53 91.53 91.16 91.37
PP 91.20 91.20 91.20 91.12
S1 90.76 90.76 91.02 90.60
S2 90.43 90.43 90.95
S3 89.66 89.99 90.88
S4 88.89 89.22 90.67
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 90.87 2.56 2.8% 0.97 1.1% 9% False True 3,626
10 93.50 90.87 2.63 2.9% 0.93 1.0% 8% False True 3,673
20 94.76 90.87 3.89 4.3% 0.91 1.0% 6% False True 3,204
40 97.35 90.87 6.48 7.1% 0.85 0.9% 3% False True 3,129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.91
2.618 93.66
1.618 92.89
1.000 92.41
0.618 92.12
HIGH 91.64
0.618 91.35
0.500 91.26
0.382 91.16
LOW 90.87
0.618 90.39
1.000 90.10
1.618 89.62
2.618 88.85
4.250 87.60
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 91.26 91.95
PP 91.20 91.66
S1 91.15 91.38

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

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