NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 93.41 92.48 -0.93 -1.0% 94.40
High 93.75 92.73 -1.02 -1.1% 94.42
Low 91.88 90.97 -0.91 -1.0% 91.51
Close 92.40 91.72 -0.68 -0.7% 92.40
Range 1.87 1.76 -0.11 -5.9% 2.91
ATR 1.45 1.47 0.02 1.5% 0.00
Volume 70,756 67,252 -3,504 -5.0% 330,179
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.09 96.16 92.69
R3 95.33 94.40 92.20
R2 93.57 93.57 92.04
R1 92.64 92.64 91.88 92.23
PP 91.81 91.81 91.81 91.60
S1 90.88 90.88 91.56 90.47
S2 90.05 90.05 91.40
S3 88.29 89.12 91.24
S4 86.53 87.36 90.75
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.51 99.86 94.00
R3 98.60 96.95 93.20
R2 95.69 95.69 92.93
R1 94.04 94.04 92.67 93.41
PP 92.78 92.78 92.78 92.46
S1 91.13 91.13 92.13 90.50
S2 89.87 89.87 91.87
S3 86.96 88.22 91.60
S4 84.05 85.31 90.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.42 90.97 3.45 3.8% 2.03 2.2% 22% False True 79,486
10 94.42 90.97 3.45 3.8% 1.49 1.6% 22% False True 65,112
20 96.73 90.97 5.76 6.3% 1.43 1.6% 13% False True 63,404
40 100.35 90.97 9.38 10.2% 1.35 1.5% 8% False True 65,730
60 103.66 90.97 12.69 13.8% 1.27 1.4% 6% False True 63,878
80 103.66 90.97 12.69 13.8% 1.18 1.3% 6% False True 59,039
100 103.66 90.97 12.69 13.8% 1.15 1.3% 6% False True 55,140
120 103.66 90.97 12.69 13.8% 1.12 1.2% 6% False True 52,007
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.21
2.618 97.34
1.618 95.58
1.000 94.49
0.618 93.82
HIGH 92.73
0.618 92.06
0.500 91.85
0.382 91.64
LOW 90.97
0.618 89.88
1.000 89.21
1.618 88.12
2.618 86.36
4.250 83.49
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 91.85 92.54
PP 91.81 92.26
S1 91.76 91.99

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

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