NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 91.25 90.50 -0.75 -0.8% 89.56
High 91.45 90.64 -0.81 -0.9% 91.81
Low 90.30 89.96 -0.34 -0.4% 89.56
Close 90.39 90.33 -0.06 -0.1% 90.33
Range 1.15 0.68 -0.47 -40.9% 2.25
ATR 1.08 1.06 -0.03 -2.7% 0.00
Volume 2,184 2,115 -69 -3.2% 12,687
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 92.35 92.02 90.70
R3 91.67 91.34 90.52
R2 90.99 90.99 90.45
R1 90.66 90.66 90.39 90.49
PP 90.31 90.31 90.31 90.22
S1 89.98 89.98 90.27 89.81
S2 89.63 89.63 90.21
S3 88.95 89.30 90.14
S4 88.27 88.62 89.96
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.32 96.07 91.57
R3 95.07 93.82 90.95
R2 92.82 92.82 90.74
R1 91.57 91.57 90.54 92.20
PP 90.57 90.57 90.57 90.88
S1 89.32 89.32 90.12 89.95
S2 88.32 88.32 89.92
S3 86.07 87.07 89.71
S4 83.82 84.82 89.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.81 89.56 2.25 2.5% 0.96 1.1% 34% False False 2,537
10 91.92 89.10 2.82 3.1% 1.10 1.2% 44% False False 3,176
20 93.40 89.10 4.30 4.8% 0.98 1.1% 29% False False 2,889
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.09
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 93.53
2.618 92.42
1.618 91.74
1.000 91.32
0.618 91.06
HIGH 90.64
0.618 90.38
0.500 90.30
0.382 90.22
LOW 89.96
0.618 89.54
1.000 89.28
1.618 88.86
2.618 88.18
4.250 87.07
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 90.32 90.89
PP 90.31 90.70
S1 90.30 90.52

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

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