NYMEX Light Sweet Crude Oil Future April 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 89.05 90.54 1.49 1.7% 91.17
High 90.55 92.17 1.62 1.8% 91.64
Low 89.05 90.24 1.19 1.3% 89.09
Close 90.54 91.90 1.36 1.5% 90.16
Range 1.50 1.93 0.43 28.7% 2.55
ATR 1.14 1.19 0.06 5.0% 0.00
Volume 5,474 4,245 -1,229 -22.5% 27,995
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.23 96.49 92.96
R3 95.30 94.56 92.43
R2 93.37 93.37 92.25
R1 92.63 92.63 92.08 93.00
PP 91.44 91.44 91.44 91.62
S1 90.70 90.70 91.72 91.07
S2 89.51 89.51 91.55
S3 87.58 88.77 91.37
S4 85.65 86.84 90.84
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.95 96.60 91.56
R3 95.40 94.05 90.86
R2 92.85 92.85 90.63
R1 91.50 91.50 90.39 90.90
PP 90.30 90.30 90.30 90.00
S1 88.95 88.95 89.93 88.35
S2 87.75 87.75 89.69
S3 85.20 86.40 89.46
S4 82.65 83.85 88.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.17 89.05 3.12 3.4% 1.59 1.7% 91% True False 6,187
10 93.43 89.05 4.38 4.8% 1.28 1.4% 65% False False 4,906
20 93.50 89.05 4.45 4.8% 1.02 1.1% 64% False False 4,090
40 97.35 89.05 8.30 9.0% 0.95 1.0% 34% False False 3,466
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.37
2.618 97.22
1.618 95.29
1.000 94.10
0.618 93.36
HIGH 92.17
0.618 91.43
0.500 91.21
0.382 90.98
LOW 90.24
0.618 89.05
1.000 88.31
1.618 87.12
2.618 85.19
4.250 82.04
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 91.67 91.47
PP 91.44 91.04
S1 91.21 90.61

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

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