NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 30-Sep-2014

Day Change Summary
	Previous	Current
	29-Sep-2014	30-Sep-2014	Change	Change %	Previous Week
Open	90.21	90.27	0.06	0.1%	90.24
High	90.55	90.62	0.07	0.1%	90.60
Low	89.74	87.78	-1.96	-2.2%	89.17
Close	90.46	88.03	-2.43	-2.7%	90.31
Range	0.81	2.84	2.03	250.6%	1.43
ATR	1.17	1.29	0.12	10.2%	0.00
Volume	25,929	25,874	-55	-0.2%	109,356

Daily Pivots for day following 30-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	97.33	95.52	89.59
R3	94.49	92.68	88.81
R2	91.65	91.65	88.55
R1	89.84	89.84	88.29	89.33
PP	88.81	88.81	88.81	88.55
S1	87.00	87.00	87.77	86.49
S2	85.97	85.97	87.51
S3	83.13	84.16	87.25
S4	80.29	81.32	86.47

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.32	93.74	91.10
R3	92.89	92.31	90.70
R2	91.46	91.46	90.57
R1	90.88	90.88	90.44	91.17
PP	90.03	90.03	90.03	90.17
S1	89.45	89.45	90.18	89.74
S2	88.60	88.60	90.05
S3	87.17	88.02	89.92
S4	85.74	86.59	89.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.62	87.78	2.84	3.2%	1.36	1.5%	9%	True	True	25,859
10	91.63	87.78	3.85	4.4%	1.18	1.3%	6%	False	True	21,973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	102.69
2.618	98.06
1.618	95.22
1.000	93.46
0.618	92.38
HIGH	90.62
0.618	89.54
0.500	89.20
0.382	88.86
LOW	87.78
0.618	86.02
1.000	84.94
1.618	83.18
2.618	80.34
4.250	75.71

Fisher Pivots for day following 30-Sep-2014
Pivot	1 day	3 day
R1	89.20	89.20
PP	88.81	88.81
S1	88.42	88.42

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols