NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 90.24 89.60 -0.64 -0.7% 89.75
High 90.40 90.21 -0.19 -0.2% 91.94
Low 89.17 89.29 0.12 0.1% 89.13
Close 89.63 89.84 0.21 0.2% 90.24
Range 1.23 0.92 -0.31 -25.2% 2.81
ATR
Volume 18,332 13,528 -4,804 -26.2% 92,162
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 92.54 92.11 90.35
R3 91.62 91.19 90.09
R2 90.70 90.70 90.01
R1 90.27 90.27 89.92 90.49
PP 89.78 89.78 89.78 89.89
S1 89.35 89.35 89.76 89.57
S2 88.86 88.86 89.67
S3 87.94 88.43 89.59
S4 87.02 87.51 89.33
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 91.63 89.17 2.46 2.7% 1.00 1.1% 27% False False 18,086
10 91.94 89.04 2.90 3.2% 1.26 1.4% 28% False False 19,651
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.12
2.618 92.62
1.618 91.70
1.000 91.13
0.618 90.78
HIGH 90.21
0.618 89.86
0.500 89.75
0.382 89.64
LOW 89.29
0.618 88.72
1.000 88.37
1.618 87.80
2.618 86.88
4.250 85.38
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 89.81 89.86
PP 89.78 89.85
S1 89.75 89.85

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

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