NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 92.81 94.71 1.90 2.0% 93.49
High 95.19 95.06 -0.13 -0.1% 93.94
Low 92.46 93.74 1.28 1.4% 90.43
Close 94.88 94.42 -0.46 -0.5% 92.27
Range 2.73 1.32 -1.41 -51.6% 3.51
ATR 1.84 1.81 -0.04 -2.0% 0.00
Volume 294,723 305,832 11,109 3.8% 1,550,115
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.37 97.71 95.15
R3 97.05 96.39 94.78
R2 95.73 95.73 94.66
R1 95.07 95.07 94.54 94.74
PP 94.41 94.41 94.41 94.24
S1 93.75 93.75 94.30 93.42
S2 93.09 93.09 94.18
S3 91.77 92.43 94.06
S4 90.45 91.11 93.69
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.74 101.02 94.20
R3 99.23 97.51 93.24
R2 95.72 95.72 92.91
R1 94.00 94.00 92.59 93.11
PP 92.21 92.21 92.21 91.77
S1 90.49 90.49 91.95 89.60
S2 88.70 88.70 91.63
S3 85.19 86.98 91.30
S4 81.68 83.47 90.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.19 90.43 4.76 5.0% 2.23 2.4% 84% False False 312,400
10 95.39 90.43 4.96 5.3% 1.96 2.1% 80% False False 292,670
20 96.00 90.43 5.57 5.9% 1.75 1.9% 72% False False 257,613
40 101.82 90.43 11.39 12.1% 1.60 1.7% 35% False False 190,708
60 105.52 90.43 15.09 16.0% 1.50 1.6% 26% False False 143,897
80 105.55 90.43 15.12 16.0% 1.38 1.5% 26% False False 114,983
100 105.55 90.43 15.12 16.0% 1.29 1.4% 26% False False 95,195
120 105.55 90.43 15.12 16.0% 1.23 1.3% 26% False False 80,879
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 0.52
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 100.67
2.618 98.52
1.618 97.20
1.000 96.38
0.618 95.88
HIGH 95.06
0.618 94.56
0.500 94.40
0.382 94.24
LOW 93.74
0.618 92.92
1.000 92.42
1.618 91.60
2.618 90.28
4.250 88.13
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 94.41 93.92
PP 94.41 93.41
S1 94.40 92.91

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

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