NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 92.92 92.39 -0.53 -0.6% 94.90
High 93.03 93.01 -0.02 0.0% 94.94
Low 91.22 91.63 0.41 0.4% 91.89
Close 92.05 91.89 -0.16 -0.2% 92.71
Range 1.81 1.38 -0.43 -23.8% 3.05
ATR 1.55 1.54 -0.01 -0.8% 0.00
Volume 83,967 119,407 35,440 42.2% 357,173
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.32 95.48 92.65
R3 94.94 94.10 92.27
R2 93.56 93.56 92.14
R1 92.72 92.72 92.02 92.45
PP 92.18 92.18 92.18 92.04
S1 91.34 91.34 91.76 91.07
S2 90.80 90.80 91.64
S3 89.42 89.96 91.51
S4 88.04 88.58 91.13
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 102.33 100.57 94.39
R3 99.28 97.52 93.55
R2 96.23 96.23 93.27
R1 94.47 94.47 92.99 93.83
PP 93.18 93.18 93.18 92.86
S1 91.42 91.42 92.43 90.78
S2 90.13 90.13 92.15
S3 87.08 88.37 91.87
S4 84.03 85.32 91.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.93 91.22 3.71 4.0% 1.81 2.0% 18% False False 92,087
10 95.07 91.22 3.85 4.2% 1.63 1.8% 17% False False 77,932
20 96.59 91.22 5.37 5.8% 1.53 1.7% 12% False False 67,986
40 101.22 91.22 10.00 10.9% 1.42 1.5% 7% False False 54,873
60 104.44 91.22 13.22 14.4% 1.29 1.4% 5% False False 44,405
80 104.44 91.22 13.22 14.4% 1.20 1.3% 5% False False 36,767
100 104.44 91.22 13.22 14.4% 1.13 1.2% 5% False False 30,969
120 104.44 91.22 13.22 14.4% 1.07 1.2% 5% False False 26,732
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.88
2.618 96.62
1.618 95.24
1.000 94.39
0.618 93.86
HIGH 93.01
0.618 92.48
0.500 92.32
0.382 92.16
LOW 91.63
0.618 90.78
1.000 90.25
1.618 89.40
2.618 88.02
4.250 85.77
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 92.32 92.74
PP 92.18 92.45
S1 92.03 92.17

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

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