NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 91.92 91.47 -0.45 -0.5% 94.40
High 92.47 91.78 -0.69 -0.7% 94.42
Low 91.23 89.94 -1.29 -1.4% 91.51
Close 91.45 90.42 -1.03 -1.1% 92.40
Range 1.24 1.84 0.60 48.4% 2.91
ATR 1.46 1.48 0.03 1.9% 0.00
Volume 76,489 92,273 15,784 20.6% 330,179
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.23 95.17 91.43
R3 94.39 93.33 90.93
R2 92.55 92.55 90.76
R1 91.49 91.49 90.59 91.10
PP 90.71 90.71 90.71 90.52
S1 89.65 89.65 90.25 89.26
S2 88.87 88.87 90.08
S3 87.03 87.81 89.91
S4 85.19 85.97 89.41
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 94.10 89.94 4.16 4.6% 1.57 1.7% 12% False True 77,630
10 94.42 89.94 4.48 5.0% 1.61 1.8% 11% False True 74,017
20 96.02 89.94 6.08 6.7% 1.48 1.6% 8% False True 67,262
40 100.35 89.94 10.41 11.5% 1.36 1.5% 5% False True 66,664
60 103.66 89.94 13.72 15.2% 1.29 1.4% 3% False True 63,747
80 103.66 89.94 13.72 15.2% 1.20 1.3% 3% False True 59,833
100 103.66 89.94 13.72 15.2% 1.16 1.3% 3% False True 55,877
120 103.66 89.94 13.72 15.2% 1.13 1.3% 3% False True 52,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.60
2.618 96.60
1.618 94.76
1.000 93.62
0.618 92.92
HIGH 91.78
0.618 91.08
0.500 90.86
0.382 90.64
LOW 89.94
0.618 88.80
1.000 88.10
1.618 86.96
2.618 85.12
4.250 82.12
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 90.86 91.34
PP 90.71 91.03
S1 90.57 90.73

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

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