NYMEX Light Sweet Crude Oil Future October 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 93.97 92.97 -1.00 -1.1% 92.13
High 94.82 93.22 -1.60 -1.7% 95.19
Low 92.85 91.85 -1.00 -1.1% 90.63
Close 93.07 92.41 -0.66 -0.7% 92.41
Range 1.97 1.37 -0.60 -30.5% 4.56
ATR 1.82 1.79 -0.03 -1.8% 0.00
Volume 170,772 92,780 -77,992 -45.7% 1,124,613
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.60 95.88 93.16
R3 95.23 94.51 92.79
R2 93.86 93.86 92.66
R1 93.14 93.14 92.54 92.82
PP 92.49 92.49 92.49 92.33
S1 91.77 91.77 92.28 91.45
S2 91.12 91.12 92.16
S3 89.75 90.40 92.03
S4 88.38 89.03 91.66
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 106.42 103.98 94.92
R3 101.86 99.42 93.66
R2 97.30 97.30 93.25
R1 94.86 94.86 92.83 96.08
PP 92.74 92.74 92.74 93.36
S1 90.30 90.30 91.99 91.52
S2 88.18 88.18 91.57
S3 83.62 85.74 91.16
S4 79.06 81.18 89.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.19 90.63 4.56 4.9% 1.96 2.1% 39% False False 224,922
10 95.19 90.43 4.76 5.2% 1.96 2.1% 42% False False 267,472
20 96.00 90.43 5.57 6.0% 1.78 1.9% 36% False False 249,116
40 101.18 90.43 10.75 11.6% 1.62 1.8% 18% False False 192,429
60 104.93 90.43 14.50 15.7% 1.51 1.6% 14% False False 147,338
80 105.55 90.43 15.12 16.4% 1.40 1.5% 13% False False 117,947
100 105.55 90.43 15.12 16.4% 1.30 1.4% 13% False False 97,581
120 105.55 90.43 15.12 16.4% 1.24 1.3% 13% False False 82,949
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.04
2.618 96.81
1.618 95.44
1.000 94.59
0.618 94.07
HIGH 93.22
0.618 92.70
0.500 92.54
0.382 92.37
LOW 91.85
0.618 91.00
1.000 90.48
1.618 89.63
2.618 88.26
4.250 86.03
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 92.54 93.46
PP 92.49 93.11
S1 92.45 92.76

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

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