NYMEX Light Sweet Crude Oil Future March 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 90.00 90.49 0.49 0.5% 91.53
High 90.67 92.32 1.65 1.8% 91.89
Low 88.98 90.33 1.35 1.5% 89.09
Close 90.67 92.12 1.45 1.6% 90.26
Range 1.69 1.99 0.30 17.8% 2.80
ATR 1.26 1.31 0.05 4.2% 0.00
Volume 22,801 14,931 -7,870 -34.5% 107,774
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.56 96.83 93.21
R3 95.57 94.84 92.67
R2 93.58 93.58 92.48
R1 92.85 92.85 92.30 93.22
PP 91.59 91.59 91.59 91.77
S1 90.86 90.86 91.94 91.23
S2 89.60 89.60 91.76
S3 87.61 88.87 91.57
S4 85.62 86.88 91.03
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 92.32 88.98 3.34 3.6% 1.66 1.8% 94% True False 23,442
10 93.80 88.98 4.82 5.2% 1.45 1.6% 65% False False 19,341
20 93.80 88.98 4.82 5.2% 1.19 1.3% 65% False False 14,843
40 98.02 88.98 9.04 9.8% 1.10 1.2% 35% False False 12,500
60 100.52 88.98 11.54 12.5% 1.02 1.1% 27% False False 10,984
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.78
2.618 97.53
1.618 95.54
1.000 94.31
0.618 93.55
HIGH 92.32
0.618 91.56
0.500 91.33
0.382 91.09
LOW 90.33
0.618 89.10
1.000 88.34
1.618 87.11
2.618 85.12
4.250 81.87
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 91.86 91.63
PP 91.59 91.14
S1 91.33 90.65

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

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