NYMEX Light Sweet Crude Oil Future June 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 90.14 90.24 0.10 0.1% 89.75
High 90.55 90.40 -0.15 -0.2% 91.94
Low 89.80 89.17 -0.63 -0.7% 89.13
Close 90.24 89.63 -0.61 -0.7% 90.24
Range 0.75 1.23 0.48 64.0% 2.81
ATR
Volume 16,883 18,332 1,449 8.6% 92,162
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 93.42 92.76 90.31
R3 92.19 91.53 89.97
R2 90.96 90.96 89.86
R1 90.30 90.30 89.74 90.02
PP 89.73 89.73 89.73 89.59
S1 89.07 89.07 89.52 88.79
S2 88.50 88.50 89.40
S3 87.27 87.84 89.29
S4 86.04 86.61 88.95
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.87 97.36 91.79
R3 96.06 94.55 91.01
R2 93.25 93.25 90.76
R1 91.74 91.74 90.50 92.50
PP 90.44 90.44 90.44 90.81
S1 88.93 88.93 89.98 89.69
S2 87.63 87.63 89.72
S3 84.82 86.12 89.47
S4 82.01 83.31 88.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.94 89.17 2.77 3.1% 1.19 1.3% 17% False True 18,242
10 91.94 89.04 2.90 3.2% 1.26 1.4% 20% False False 20,013
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.63
2.618 93.62
1.618 92.39
1.000 91.63
0.618 91.16
HIGH 90.40
0.618 89.93
0.500 89.79
0.382 89.64
LOW 89.17
0.618 88.41
1.000 87.94
1.618 87.18
2.618 85.95
4.250 83.94
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 89.79 90.26
PP 89.73 90.05
S1 89.68 89.84

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

View Archives - Comment on this page... - Back to Index of Symbols