NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 90.54 91.72 1.18 1.3% 91.17
High 92.17 92.05 -0.12 -0.1% 91.64
Low 90.24 91.00 0.76 0.8% 89.09
Close 91.90 91.40 -0.50 -0.5% 90.16
Range 1.93 1.05 -0.88 -45.6% 2.55
ATR 1.19 1.18 -0.01 -0.9% 0.00
Volume 4,245 4,920 675 15.9% 27,995
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.63 94.07 91.98
R3 93.58 93.02 91.69
R2 92.53 92.53 91.59
R1 91.97 91.97 91.50 91.73
PP 91.48 91.48 91.48 91.36
S1 90.92 90.92 91.30 90.68
S2 90.43 90.43 91.21
S3 89.38 89.87 91.11
S4 88.33 88.82 90.82
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 92.17 89.05 3.12 3.4% 1.51 1.7% 75% False False 5,881
10 93.32 89.05 4.27 4.7% 1.23 1.3% 55% False False 4,831
20 93.50 89.05 4.45 4.9% 1.04 1.1% 53% False False 4,220
40 97.35 89.05 8.30 9.1% 0.96 1.0% 28% False False 3,534
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.51
2.618 94.80
1.618 93.75
1.000 93.10
0.618 92.70
HIGH 92.05
0.618 91.65
0.500 91.53
0.382 91.40
LOW 91.00
0.618 90.35
1.000 89.95
1.618 89.30
2.618 88.25
4.250 86.54
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 91.53 91.14
PP 91.48 90.87
S1 91.44 90.61

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

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