NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 90.20 90.84 0.64 0.7% 90.00
High 91.11 91.31 0.20 0.2% 92.32
Low 89.49 90.10 0.61 0.7% 88.98
Close 90.78 90.63 -0.15 -0.2% 90.61
Range 1.62 1.21 -0.41 -25.3% 3.34
ATR 1.25 1.25 0.00 -0.2% 0.00
Volume 23,268 41,681 18,413 79.1% 90,157
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.31 93.68 91.30
R3 93.10 92.47 90.96
R2 91.89 91.89 90.85
R1 91.26 91.26 90.74 90.97
PP 90.68 90.68 90.68 90.54
S1 90.05 90.05 90.52 89.76
S2 89.47 89.47 90.41
S3 88.26 88.84 90.30
S4 87.05 87.63 89.96
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.66 98.97 92.45
R3 97.32 95.63 91.53
R2 93.98 93.98 91.22
R1 92.29 92.29 90.92 93.14
PP 90.64 90.64 90.64 91.06
S1 88.95 88.95 90.30 89.80
S2 87.30 87.30 90.00
S3 83.96 85.61 89.69
S4 80.62 82.27 88.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.31 89.40 1.91 2.1% 1.14 1.3% 64% True False 23,209
10 92.32 88.98 3.34 3.7% 1.28 1.4% 49% False False 21,898
20 93.80 88.98 4.82 5.3% 1.31 1.4% 34% False False 19,088
40 95.76 88.98 6.78 7.5% 1.13 1.2% 24% False False 14,472
60 100.07 88.98 11.09 12.2% 1.07 1.2% 15% False False 12,713
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.45
2.618 94.48
1.618 93.27
1.000 92.52
0.618 92.06
HIGH 91.31
0.618 90.85
0.500 90.71
0.382 90.56
LOW 90.10
0.618 89.35
1.000 88.89
1.618 88.14
2.618 86.93
4.250 84.96
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 90.71 90.55
PP 90.68 90.48
S1 90.66 90.40

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

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