NYMEX Light Sweet Crude Oil Future December 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 91.30 92.93 1.63 1.8% 92.48
High 93.41 93.35 -0.06 -0.1% 92.73
Low 90.93 92.08 1.15 1.3% 89.13
Close 93.10 92.50 -0.60 -0.6% 90.77
Range 2.48 1.27 -1.21 -48.8% 3.60
ATR 1.68 1.65 -0.03 -1.8% 0.00
Volume 62,841 99,405 36,564 58.2% 473,825
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.45 95.75 93.20
R3 95.18 94.48 92.85
R2 93.91 93.91 92.73
R1 93.21 93.21 92.62 92.93
PP 92.64 92.64 92.64 92.50
S1 91.94 91.94 92.38 91.66
S2 91.37 91.37 92.27
S3 90.10 90.67 92.15
S4 88.83 89.40 91.80
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% 2.06 2.2% 79% False False 97,497
10 94.10 89.13 4.97 5.4% 1.82 2.0% 68% False False 87,563
20 94.42 89.13 5.29 5.7% 1.59 1.7% 64% False False 76,033
40 100.08 89.13 10.95 11.8% 1.46 1.6% 31% False False 68,395
60 103.66 89.13 14.53 15.7% 1.38 1.5% 23% False False 66,287
80 103.66 89.13 14.53 15.7% 1.28 1.4% 23% False False 63,089
100 103.66 89.13 14.53 15.7% 1.21 1.3% 23% False False 58,742
120 103.66 89.13 14.53 15.7% 1.17 1.3% 23% False False 55,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.75
2.618 96.67
1.618 95.40
1.000 94.62
0.618 94.13
HIGH 93.35
0.618 92.86
0.500 92.72
0.382 92.57
LOW 92.08
0.618 91.30
1.000 90.81
1.618 90.03
2.618 88.76
4.250 86.68
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 92.72 92.12
PP 92.64 91.74
S1 92.57 91.36

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

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