NYMEX Light Sweet Crude Oil Future January 2015


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 90.22 90.99 0.77 0.9% 92.35
High 91.07 92.97 1.90 2.1% 92.50
Low 89.08 90.64 1.56 1.8% 89.04
Close 91.03 92.66 1.63 1.8% 90.48
Range 1.99 2.33 0.34 17.1% 3.46
ATR 1.49 1.55 0.06 4.0% 0.00
Volume 32,603 20,562 -12,041 -36.9% 168,920
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.08 98.20 93.94
R3 96.75 95.87 93.30
R2 94.42 94.42 93.09
R1 93.54 93.54 92.87 93.98
PP 92.09 92.09 92.09 92.31
S1 91.21 91.21 92.45 91.65
S2 89.76 89.76 92.23
S3 87.43 88.88 92.02
S4 85.10 86.55 91.38
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 101.05 99.23 92.38
R3 97.59 95.77 91.43
R2 94.13 94.13 91.11
R1 92.31 92.31 90.80 91.49
PP 90.67 90.67 90.67 90.27
S1 88.85 88.85 90.16 88.03
S2 87.21 87.21 89.85
S3 83.75 85.39 89.53
S4 80.29 81.93 88.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.97 89.04 3.93 4.2% 2.05 2.2% 92% True False 34,581
10 94.16 89.04 5.12 5.5% 1.81 2.0% 71% False False 30,216
20 94.16 89.04 5.12 5.5% 1.45 1.6% 71% False False 24,197
40 99.36 89.04 10.32 11.1% 1.31 1.4% 35% False False 19,988
60 102.53 89.04 13.49 14.6% 1.23 1.3% 27% False False 16,882
80 102.53 89.04 13.49 14.6% 1.11 1.2% 27% False False 14,494
100 102.53 89.04 13.49 14.6% 1.02 1.1% 27% False False 12,408
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.87
2.618 99.07
1.618 96.74
1.000 95.30
0.618 94.41
HIGH 92.97
0.618 92.08
0.500 91.81
0.382 91.53
LOW 90.64
0.618 89.20
1.000 88.31
1.618 86.87
2.618 84.54
4.250 80.74
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 92.38 92.12
PP 92.09 91.57
S1 91.81 91.03

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

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