NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 90.60 91.30 0.70 0.8% 92.48
High 91.42 93.41 1.99 2.2% 92.73
Low 89.30 90.93 1.63 1.8% 89.13
Close 91.37 93.10 1.73 1.9% 90.77
Range 2.12 2.48 0.36 17.0% 3.60
ATR 1.62 1.68 0.06 3.8% 0.00
Volume 87,431 62,841 -24,590 -28.1% 473,825
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.92 98.99 94.46
R3 97.44 96.51 93.78
R2 94.96 94.96 93.55
R1 94.03 94.03 93.33 94.50
PP 92.48 92.48 92.48 92.71
S1 91.55 91.55 92.87 92.02
S2 90.00 90.00 92.65
S3 87.52 89.07 92.42
S4 85.04 86.59 91.74
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.68 99.82 92.75
R3 98.08 96.22 91.76
R2 94.48 94.48 91.43
R1 92.62 92.62 91.10 91.75
PP 90.88 90.88 90.88 90.44
S1 89.02 89.02 90.44 88.15
S2 87.28 87.28 90.11
S3 83.68 85.42 89.78
S4 80.08 81.82 88.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.41 89.13 4.28 4.6% 2.18 2.3% 93% True False 96,071
10 94.42 89.13 5.29 5.7% 1.94 2.1% 75% False False 87,064
20 94.42 89.13 5.29 5.7% 1.60 1.7% 75% False False 73,656
40 100.35 89.13 11.22 12.1% 1.46 1.6% 35% False False 67,297
60 103.66 89.13 14.53 15.6% 1.38 1.5% 27% False False 65,494
80 103.66 89.13 14.53 15.6% 1.27 1.4% 27% False False 62,281
100 103.66 89.13 14.53 15.6% 1.21 1.3% 27% False False 58,218
120 103.66 89.13 14.53 15.6% 1.17 1.3% 27% False False 55,105
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.95
2.618 99.90
1.618 97.42
1.000 95.89
0.618 94.94
HIGH 93.41
0.618 92.46
0.500 92.17
0.382 91.88
LOW 90.93
0.618 89.40
1.000 88.45
1.618 86.92
2.618 84.44
4.250 80.39
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 92.79 92.52
PP 92.48 91.94
S1 92.17 91.36

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

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