NYMEX Light Sweet Crude Oil Future November 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	91.91	93.68	1.77	1.9%	92.92
High	94.12	94.01	-0.11	-0.1%	93.03
Low	91.52	92.72	1.20	1.3%	89.56
Close	93.81	93.20	-0.61	-0.7%	91.37
Range	2.60	1.29	-1.31	-50.4%	3.47
ATR	1.76	1.72	-0.03	-1.9%	0.00
Volume	149,068	157,911	8,843	5.9%	643,095

Daily Pivots for day following 17-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.18	96.48	93.91
R3	95.89	95.19	93.55
R2	94.60	94.60	93.44
R1	93.90	93.90	93.32	93.61
PP	93.31	93.31	93.31	93.16
S1	92.61	92.61	93.08	92.32
S2	92.02	92.02	92.96
S3	90.73	91.32	92.85
S4	89.44	90.03	92.49

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.73	100.02	93.28
R3	98.26	96.55	92.32
R2	94.79	94.79	92.01
R1	93.08	93.08	91.69	92.20
PP	91.32	91.32	91.32	90.88
S1	89.61	89.61	91.05	88.73
S2	87.85	87.85	90.73
S3	84.38	86.14	90.42
S4	80.91	82.67	89.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.12	89.56	4.56	4.9%	2.13	2.3%	80%	False	False	146,282
10	94.58	89.56	5.02	5.4%	1.89	2.0%	73%	False	False	120,846
20	95.07	89.56	5.51	5.9%	1.67	1.8%	66%	False	False	93,957
40	100.93	89.56	11.37	12.2%	1.52	1.6%	32%	False	False	69,968
60	104.44	89.56	14.88	16.0%	1.42	1.5%	24%	False	False	56,107
80	104.44	89.56	14.88	16.0%	1.30	1.4%	24%	False	False	46,507
100	104.44	89.56	14.88	16.0%	1.20	1.3%	24%	False	False	39,036
120	104.44	89.56	14.88	16.0%	1.14	1.2%	24%	False	False	33,603

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	0.50
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	99.49
2.618	97.39
1.618	96.10
1.000	95.30
0.618	94.81
HIGH	94.01
0.618	93.52
0.500	93.37
0.382	93.21
LOW	92.72
0.618	91.92
1.000	91.43
1.618	90.63
2.618	89.34
4.250	87.24

Fisher Pivots for day following 17-Sep-2014
Pivot	1 day	3 day
R1	93.37	92.78
PP	93.31	92.36
S1	93.26	91.94

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols