NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 91.47 90.50 -0.97 -1.1% 94.40
High 91.78 91.95 0.17 0.2% 94.42
Low 89.94 89.13 -0.81 -0.9% 91.51
Close 90.42 91.36 0.94 1.0% 92.40
Range 1.84 2.82 0.98 53.3% 2.91
ATR 1.48 1.58 0.10 6.4% 0.00
Volume 92,273 92,717 444 0.5% 330,179
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.27 98.14 92.91
R3 96.45 95.32 92.14
R2 93.63 93.63 91.88
R1 92.50 92.50 91.62 93.07
PP 90.81 90.81 90.81 91.10
S1 89.68 89.68 91.10 90.25
S2 87.99 87.99 90.84
S3 85.17 86.86 90.58
S4 82.35 84.04 89.81
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 93.75 89.13 4.62 5.1% 1.91 2.1% 48% False True 79,897
10 94.42 89.13 5.29 5.8% 1.81 2.0% 42% False True 78,573
20 95.80 89.13 6.67 7.3% 1.57 1.7% 33% False True 69,180
40 100.35 89.13 11.22 12.3% 1.41 1.5% 20% False True 66,804
60 103.66 89.13 14.53 15.9% 1.32 1.4% 15% False True 64,273
80 103.66 89.13 14.53 15.9% 1.23 1.3% 15% False True 60,630
100 103.66 89.13 14.53 15.9% 1.18 1.3% 15% False True 56,447
120 103.66 89.13 14.53 15.9% 1.14 1.3% 15% False True 53,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.94
2.618 99.33
1.618 96.51
1.000 94.77
0.618 93.69
HIGH 91.95
0.618 90.87
0.500 90.54
0.382 90.21
LOW 89.13
0.618 87.39
1.000 86.31
1.618 84.57
2.618 81.75
4.250 77.15
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 91.09 91.17
PP 90.81 90.99
S1 90.54 90.80

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

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