NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 90.75 90.00 -0.75 -0.8% 91.53
High 91.24 90.67 -0.57 -0.6% 91.89
Low 90.13 88.98 -1.15 -1.3% 89.09
Close 90.26 90.67 0.41 0.5% 90.26
Range 1.11 1.69 0.58 52.3% 2.80
ATR 1.22 1.26 0.03 2.7% 0.00
Volume 29,884 22,801 -7,083 -23.7% 107,774
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.18 94.61 91.60
R3 93.49 92.92 91.13
R2 91.80 91.80 90.98
R1 91.23 91.23 90.82 91.52
PP 90.11 90.11 90.11 90.25
S1 89.54 89.54 90.52 89.83
S2 88.42 88.42 90.36
S3 86.73 87.85 90.21
S4 85.04 86.16 89.74
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.81 97.34 91.80
R3 96.01 94.54 91.03
R2 93.21 93.21 90.77
R1 91.74 91.74 90.52 91.08
PP 90.41 90.41 90.41 90.08
S1 88.94 88.94 90.00 88.28
S2 87.61 87.61 89.75
S3 84.81 86.14 89.49
S4 82.01 83.34 88.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.89 88.98 2.91 3.2% 1.44 1.6% 58% False True 23,409
10 93.80 88.98 4.82 5.3% 1.47 1.6% 35% False True 19,478
20 93.80 88.98 4.82 5.3% 1.15 1.3% 35% False True 14,659
40 98.02 88.98 9.04 10.0% 1.08 1.2% 19% False True 12,459
60 100.52 88.98 11.54 12.7% 1.00 1.1% 15% False True 10,887
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.85
2.618 95.09
1.618 93.40
1.000 92.36
0.618 91.71
HIGH 90.67
0.618 90.02
0.500 89.83
0.382 89.63
LOW 88.98
0.618 87.94
1.000 87.29
1.618 86.25
2.618 84.56
4.250 81.80
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 90.39 90.48
PP 90.11 90.30
S1 89.83 90.11

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

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