NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 90.08 89.93 -0.15 -0.2% 90.24
High 90.60 90.38 -0.22 -0.2% 90.60
Low 89.50 89.67 0.17 0.2% 89.17
Close 90.02 90.31 0.29 0.3% 90.31
Range 1.10 0.71 -0.39 -35.5% 1.43
ATR 1.23 1.20 -0.04 -3.0% 0.00
Volume 33,385 25,345 -8,040 -24.1% 109,356
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 92.25 91.99 90.70
R3 91.54 91.28 90.51
R2 90.83 90.83 90.44
R1 90.57 90.57 90.38 90.70
PP 90.12 90.12 90.12 90.19
S1 89.86 89.86 90.24 89.99
S2 89.41 89.41 90.18
S3 88.70 89.15 90.11
S4 87.99 88.44 89.92
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.32 93.74 91.10
R3 92.89 92.31 90.70
R2 91.46 91.46 90.57
R1 90.88 90.88 90.44 91.17
PP 90.03 90.03 90.03 90.17
S1 89.45 89.45 90.18 89.74
S2 88.60 88.60 90.05
S3 87.17 88.02 89.92
S4 85.74 86.59 89.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.60 89.17 1.43 1.6% 1.06 1.2% 80% False False 21,871
10 91.94 89.13 2.81 3.1% 1.13 1.3% 42% False False 20,151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 93.40
2.618 92.24
1.618 91.53
1.000 91.09
0.618 90.82
HIGH 90.38
0.618 90.11
0.500 90.03
0.382 89.94
LOW 89.67
0.618 89.23
1.000 88.96
1.618 88.52
2.618 87.81
4.250 86.65
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 90.22 90.17
PP 90.12 90.03
S1 90.03 89.90

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

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