NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 91.53 91.58 0.05 0.1% 93.51
High 91.65 91.89 0.24 0.3% 93.80
Low 90.82 90.98 0.16 0.2% 91.35
Close 91.51 91.21 -0.30 -0.3% 92.10
Range 0.83 0.91 0.08 9.6% 2.45
ATR 1.17 1.15 -0.02 -1.6% 0.00
Volume 13,526 14,769 1,243 9.2% 64,214
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.09 93.56 91.71
R3 93.18 92.65 91.46
R2 92.27 92.27 91.38
R1 91.74 91.74 91.29 91.55
PP 91.36 91.36 91.36 91.27
S1 90.83 90.83 91.13 90.64
S2 90.45 90.45 91.04
S3 89.54 89.92 90.96
S4 88.63 89.01 90.71
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.77 98.38 93.45
R3 97.32 95.93 92.77
R2 94.87 94.87 92.55
R1 93.48 93.48 92.32 92.95
PP 92.42 92.42 92.42 92.15
S1 91.03 91.03 91.88 90.50
S2 89.97 89.97 91.65
S3 87.52 88.58 91.43
S4 85.07 86.13 90.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.80 90.82 2.98 3.3% 1.25 1.4% 13% False False 15,240
10 93.80 90.82 2.98 3.3% 1.12 1.2% 13% False False 12,986
20 95.10 90.82 4.28 4.7% 1.10 1.2% 9% False False 11,450
40 98.02 90.82 7.20 7.9% 1.02 1.1% 5% False False 11,064
60 100.52 90.82 9.70 10.6% 0.93 1.0% 4% False False 9,789
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.76
2.618 94.27
1.618 93.36
1.000 92.80
0.618 92.45
HIGH 91.89
0.618 91.54
0.500 91.44
0.382 91.33
LOW 90.98
0.618 90.42
1.000 90.07
1.618 89.51
2.618 88.60
4.250 87.11
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 91.44 92.02
PP 91.36 91.75
S1 91.29 91.48

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

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