NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 89.95 90.63 0.68 0.8% 91.17
High 91.16 91.03 -0.13 -0.1% 91.64
Low 89.09 90.01 0.92 1.0% 89.09
Close 90.68 90.16 -0.52 -0.6% 90.16
Range 2.07 1.02 -1.05 -50.7% 2.55
ATR 1.11 1.11 -0.01 -0.6% 0.00
Volume 6,293 8,473 2,180 34.6% 27,995
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.46 92.83 90.72
R3 92.44 91.81 90.44
R2 91.42 91.42 90.35
R1 90.79 90.79 90.25 90.60
PP 90.40 90.40 90.40 90.30
S1 89.77 89.77 90.07 89.58
S2 89.38 89.38 89.97
S3 88.36 88.75 89.88
S4 87.34 87.73 89.60
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.95 96.60 91.56
R3 95.40 94.05 90.86
R2 92.85 92.85 90.63
R1 91.50 91.50 90.39 90.90
PP 90.30 90.30 90.30 90.00
S1 88.95 88.95 89.93 88.35
S2 87.75 87.75 89.69
S3 85.20 86.40 89.46
S4 82.65 83.85 88.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.64 89.09 2.55 2.8% 1.15 1.3% 42% False False 5,599
10 93.50 89.09 4.41 4.9% 1.18 1.3% 24% False False 4,930
20 93.50 89.09 4.41 4.9% 0.94 1.0% 24% False False 3,918
40 97.35 89.09 8.26 9.2% 0.90 1.0% 13% False False 3,430
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.37
2.618 93.70
1.618 92.68
1.000 92.05
0.618 91.66
HIGH 91.03
0.618 90.64
0.500 90.52
0.382 90.40
LOW 90.01
0.618 89.38
1.000 88.99
1.618 88.36
2.618 87.34
4.250 85.68
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 90.52 90.15
PP 90.40 90.14
S1 90.28 90.13

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

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