NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 90.40 90.46 0.06 0.1% 89.05
High 90.79 90.48 -0.31 -0.3% 92.17
Low 90.03 89.28 -0.75 -0.8% 89.05
Close 90.44 89.76 -0.68 -0.8% 90.44
Range 0.76 1.20 0.44 57.9% 3.12
ATR 1.15 1.15 0.00 0.3% 0.00
Volume 3,847 3,221 -626 -16.3% 22,265
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.44 92.80 90.42
R3 92.24 91.60 90.09
R2 91.04 91.04 89.98
R1 90.40 90.40 89.87 90.12
PP 89.84 89.84 89.84 89.70
S1 89.20 89.20 89.65 88.92
S2 88.64 88.64 89.54
S3 87.44 88.00 89.43
S4 86.24 86.80 89.10
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.91 98.30 92.16
R3 96.79 95.18 91.30
R2 93.67 93.67 91.01
R1 92.06 92.06 90.73 92.87
PP 90.55 90.55 90.55 90.96
S1 88.94 88.94 90.15 89.75
S2 87.43 87.43 89.87
S3 84.31 85.82 89.58
S4 81.19 82.70 88.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.17 89.28 2.89 3.2% 1.21 1.4% 17% False True 4,002
10 92.17 89.05 3.12 3.5% 1.28 1.4% 23% False False 5,060
20 93.50 89.05 4.45 5.0% 1.09 1.2% 16% False False 4,332
40 96.85 89.05 7.80 8.7% 0.98 1.1% 9% False False 3,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.58
2.618 93.62
1.618 92.42
1.000 91.68
0.618 91.22
HIGH 90.48
0.618 90.02
0.500 89.88
0.382 89.74
LOW 89.28
0.618 88.54
1.000 88.08
1.618 87.34
2.618 86.14
4.250 84.18
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 89.88 90.41
PP 89.84 90.19
S1 89.80 89.98

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

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