NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 90.62 90.80 0.18 0.2% 90.33
High 91.30 91.75 0.45 0.5% 91.31
Low 90.33 90.63 0.30 0.3% 89.40
Close 91.22 91.71 0.49 0.5% 91.22
Range 0.97 1.12 0.15 15.5% 1.91
ATR 1.23 1.22 -0.01 -0.6% 0.00
Volume 27,885 26,241 -1,644 -5.9% 126,824
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 94.72 94.34 92.33
R3 93.60 93.22 92.02
R2 92.48 92.48 91.92
R1 92.10 92.10 91.81 92.29
PP 91.36 91.36 91.36 91.46
S1 90.98 90.98 91.61 91.17
S2 90.24 90.24 91.50
S3 89.12 89.86 91.40
S4 88.00 88.74 91.09
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.37 95.71 92.27
R3 94.46 93.80 91.75
R2 92.55 92.55 91.57
R1 91.89 91.89 91.40 92.22
PP 90.64 90.64 90.64 90.81
S1 89.98 89.98 91.04 90.31
S2 88.73 88.73 90.87
S3 86.82 88.07 90.69
S4 84.91 86.16 90.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.75 89.49 2.26 2.5% 1.13 1.2% 98% True False 26,809
10 92.32 89.40 2.92 3.2% 1.21 1.3% 79% False False 22,042
20 93.80 88.98 4.82 5.3% 1.34 1.5% 57% False False 20,760
40 95.56 88.98 6.58 7.2% 1.13 1.2% 41% False False 15,231
60 99.08 88.98 10.10 11.0% 1.08 1.2% 27% False False 13,378
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 2 trading days
Fibonacci Retracements and Extensions
4.250 96.51
2.618 94.68
1.618 93.56
1.000 92.87
0.618 92.44
HIGH 91.75
0.618 91.32
0.500 91.19
0.382 91.06
LOW 90.63
0.618 89.94
1.000 89.51
1.618 88.82
2.618 87.70
4.250 85.87
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 91.54 91.45
PP 91.36 91.19
S1 91.19 90.93

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

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