NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 90.19 90.80 0.61 0.7% 90.11
High 90.88 90.94 0.06 0.1% 90.85
Low 90.08 88.12 -1.96 -2.2% 89.23
Close 90.82 88.34 -2.48 -2.7% 90.57
Range 0.80 2.82 2.02 252.5% 1.62
ATR 0.99 1.12 0.13 13.1% 0.00
Volume 5,754 4,855 -899 -15.6% 25,731
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.59 95.79 89.89
R3 94.77 92.97 89.12
R2 91.95 91.95 88.86
R1 90.15 90.15 88.60 89.64
PP 89.13 89.13 89.13 88.88
S1 87.33 87.33 88.08 86.82
S2 86.31 86.31 87.82
S3 83.49 84.51 87.56
S4 80.67 81.69 86.79
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.08 94.44 91.46
R3 93.46 92.82 91.02
R2 91.84 91.84 90.87
R1 91.20 91.20 90.72 91.52
PP 90.22 90.22 90.22 90.38
S1 89.58 89.58 90.42 89.90
S2 88.60 88.60 90.27
S3 86.98 87.96 90.12
S4 85.36 86.34 89.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.94 88.12 2.82 3.2% 1.31 1.5% 8% True True 6,276
10 91.81 88.12 3.69 4.2% 1.06 1.2% 6% False True 4,326
20 93.40 88.12 5.28 6.0% 1.14 1.3% 4% False True 3,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 102.93
2.618 98.32
1.618 95.50
1.000 93.76
0.618 92.68
HIGH 90.94
0.618 89.86
0.500 89.53
0.382 89.20
LOW 88.12
0.618 86.38
1.000 85.30
1.618 83.56
2.618 80.74
4.250 76.14
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 89.53 89.53
PP 89.13 89.13
S1 88.74 88.74

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

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