NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 89.93 90.07 0.14 0.2% 89.56
High 90.20 90.41 0.21 0.2% 91.81
Low 89.70 89.23 -0.47 -0.5% 89.56
Close 89.92 90.35 0.43 0.5% 90.33
Range 0.50 1.18 0.68 136.0% 2.25
ATR 1.02 1.03 0.01 1.1% 0.00
Volume 2,483 5,158 2,675 107.7% 12,687
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.54 93.12 91.00
R3 92.36 91.94 90.67
R2 91.18 91.18 90.57
R1 90.76 90.76 90.46 90.97
PP 90.00 90.00 90.00 90.10
S1 89.58 89.58 90.24 89.79
S2 88.82 88.82 90.13
S3 87.64 88.40 90.03
S4 86.46 87.22 89.70
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.32 96.07 91.57
R3 95.07 93.82 90.95
R2 92.82 92.82 90.74
R1 91.57 91.57 90.54 92.20
PP 90.57 90.57 90.57 90.88
S1 89.32 89.32 90.12 89.95
S2 88.32 88.32 89.92
S3 86.07 87.07 89.71
S4 83.82 84.82 89.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.45 89.23 2.22 2.5% 0.88 1.0% 50% False True 2,883
10 91.81 89.10 2.71 3.0% 1.04 1.1% 46% False False 3,369
20 93.40 89.10 4.30 4.8% 1.04 1.2% 29% False False 3,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.43
2.618 93.50
1.618 92.32
1.000 91.59
0.618 91.14
HIGH 90.41
0.618 89.96
0.500 89.82
0.382 89.68
LOW 89.23
0.618 88.50
1.000 88.05
1.618 87.32
2.618 86.14
4.250 84.22
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 90.17 90.17
PP 90.00 90.00
S1 89.82 89.82

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

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