NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 91.07 89.95 -1.12 -1.2% 93.23
High 91.07 91.16 0.09 0.1% 93.43
Low 89.66 89.09 -0.57 -0.6% 91.41
Close 90.09 90.68 0.59 0.7% 91.96
Range 1.41 2.07 0.66 46.8% 2.02
ATR 1.04 1.11 0.07 7.1% 0.00
Volume 6,450 6,293 -157 -2.4% 16,101
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.52 95.67 91.82
R3 94.45 93.60 91.25
R2 92.38 92.38 91.06
R1 91.53 91.53 90.87 91.96
PP 90.31 90.31 90.31 90.52
S1 89.46 89.46 90.49 89.89
S2 88.24 88.24 90.30
S3 86.17 87.39 90.11
S4 84.10 85.32 89.54
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 93.03 89.09 3.94 4.3% 1.21 1.3% 40% False True 4,371
10 93.50 89.09 4.41 4.9% 1.15 1.3% 36% False True 4,450
20 94.52 89.09 5.43 6.0% 1.01 1.1% 29% False True 3,613
40 97.35 89.09 8.26 9.1% 0.90 1.0% 19% False True 3,259
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 0.19
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 99.96
2.618 96.58
1.618 94.51
1.000 93.23
0.618 92.44
HIGH 91.16
0.618 90.37
0.500 90.13
0.382 89.88
LOW 89.09
0.618 87.81
1.000 87.02
1.618 85.74
2.618 83.67
4.250 80.29
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 90.50 90.58
PP 90.31 90.47
S1 90.13 90.37

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

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