NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 90.63 89.05 -1.58 -1.7% 91.17
High 91.03 90.55 -0.48 -0.5% 91.64
Low 90.01 89.05 -0.96 -1.1% 89.09
Close 90.16 90.54 0.38 0.4% 90.16
Range 1.02 1.50 0.48 47.1% 2.55
ATR 1.11 1.14 0.03 2.5% 0.00
Volume 8,473 5,474 -2,999 -35.4% 27,995
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.55 94.04 91.37
R3 93.05 92.54 90.95
R2 91.55 91.55 90.82
R1 91.04 91.04 90.68 91.30
PP 90.05 90.05 90.05 90.17
S1 89.54 89.54 90.40 89.80
S2 88.55 88.55 90.27
S3 87.05 88.04 90.13
S4 85.55 86.54 89.72
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 89.05 2.59 2.9% 1.35 1.5% 58% False True 6,118
10 93.43 89.05 4.38 4.8% 1.27 1.4% 34% False True 4,957
20 93.50 89.05 4.45 4.9% 0.97 1.1% 33% False True 4,085
40 97.35 89.05 8.30 9.2% 0.93 1.0% 18% False True 3,436
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.93
2.618 94.48
1.618 92.98
1.000 92.05
0.618 91.48
HIGH 90.55
0.618 89.98
0.500 89.80
0.382 89.62
LOW 89.05
0.618 88.12
1.000 87.55
1.618 86.62
2.618 85.12
4.250 82.68
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 90.29 90.40
PP 90.05 90.25
S1 89.80 90.11

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

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