NYMEX Light Sweet Crude Oil Future May 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 90.99 89.56 -1.43 -1.6% 91.92
High 91.06 90.48 -0.58 -0.6% 91.92
Low 89.96 89.56 -0.40 -0.4% 89.10
Close 90.13 90.48 0.35 0.4% 90.13
Range 1.10 0.92 -0.18 -16.4% 2.82
ATR 1.10 1.09 -0.01 -1.2% 0.00
Volume 6,148 3,358 -2,790 -45.4% 19,079
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 92.93 92.63 90.99
R3 92.01 91.71 90.73
R2 91.09 91.09 90.65
R1 90.79 90.79 90.56 90.94
PP 90.17 90.17 90.17 90.25
S1 89.87 89.87 90.40 90.02
S2 89.25 89.25 90.31
S3 88.33 88.95 90.23
S4 87.41 88.03 89.97
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 98.84 97.31 91.68
R3 96.02 94.49 90.91
R2 93.20 93.20 90.65
R1 91.67 91.67 90.39 91.03
PP 90.38 90.38 90.38 90.06
S1 88.85 88.85 89.87 88.21
S2 87.56 87.56 89.61
S3 84.74 86.03 89.35
S4 81.92 83.21 88.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.48 89.10 2.38 2.6% 1.19 1.3% 58% False False 4,026
10 93.40 89.10 4.30 4.8% 1.27 1.4% 32% False False 3,362
20 93.40 89.10 4.30 4.8% 0.93 1.0% 32% False False 2,865
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.39
2.618 92.89
1.618 91.97
1.000 91.40
0.618 91.05
HIGH 90.48
0.618 90.13
0.500 90.02
0.382 89.91
LOW 89.56
0.618 88.99
1.000 88.64
1.618 88.07
2.618 87.15
4.250 85.65
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 90.33 90.35
PP 90.17 90.21
S1 90.02 90.08

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

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