NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	92.26	91.30	-0.96	-1.0%	90.60
High	92.88	91.67	-1.21	-1.3%	93.41
Low	91.24	90.64	-0.60	-0.7%	89.30
Close	91.39	91.14	-0.25	-0.3%	91.14
Range	1.64	1.03	-0.61	-37.2%	4.11
ATR	1.65	1.61	-0.04	-2.7%	0.00
Volume	87,498	77,030	-10,468	-12.0%	414,205

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.24	93.72	91.71
R3	93.21	92.69	91.42
R2	92.18	92.18	91.33
R1	91.66	91.66	91.23	91.41
PP	91.15	91.15	91.15	91.02
S1	90.63	90.63	91.05	90.38
S2	90.12	90.12	90.95
S3	89.09	89.60	90.86
S4	88.06	88.57	90.57

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	103.61	101.49	93.40
R3	99.50	97.38	92.27
R2	95.39	95.39	91.89
R1	93.27	93.27	91.52	94.33
PP	91.28	91.28	91.28	91.82
S1	89.16	89.16	90.76	90.22
S2	87.17	87.17	90.39
S3	83.06	85.05	90.01
S4	78.95	80.94	88.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.41	89.30	4.11	4.5%	1.71	1.9%	45%	False	False	82,841
10	93.41	89.13	4.28	4.7%	1.78	2.0%	47%	False	False	88,803
20	94.42	89.13	5.29	5.8%	1.60	1.8%	38%	False	False	77,593
40	99.51	89.13	10.38	11.4%	1.47	1.6%	19%	False	False	69,358
60	103.07	89.13	13.94	15.3%	1.38	1.5%	14%	False	False	67,704
80	103.66	89.13	14.53	15.9%	1.29	1.4%	14%	False	False	64,356
100	103.66	89.13	14.53	15.9%	1.22	1.3%	14%	False	False	59,619
120	103.66	89.13	14.53	15.9%	1.18	1.3%	14%	False	False	56,482

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.57
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	96.05
2.618	94.37
1.618	93.34
1.000	92.70
0.618	92.31
HIGH	91.67
0.618	91.28
0.500	91.16
0.382	91.03
LOW	90.64
0.618	90.00
1.000	89.61
1.618	88.97
2.618	87.94
4.250	86.26

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	91.16	92.00
PP	91.15	91.71
S1	91.15	91.43

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols