NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 85.20 84.98 -0.22 -0.3% 89.77
High 85.87 85.60 -0.27 -0.3% 90.74
Low 84.07 81.32 -2.75 -3.3% 83.59
Close 85.74 81.84 -3.90 -4.5% 85.82
Range 1.80 4.28 2.48 137.8% 7.15
ATR 2.18 2.34 0.16 7.3% 0.00
Volume 292,345 475,832 183,487 62.8% 1,692,027
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 95.76 93.08 84.19
R3 91.48 88.80 83.02
R2 87.20 87.20 82.62
R1 84.52 84.52 82.23 83.72
PP 82.92 82.92 82.92 82.52
S1 80.24 80.24 81.45 79.44
S2 78.64 78.64 81.06
S3 74.36 75.96 80.66
S4 70.08 71.68 79.49
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 108.17 104.14 89.75
R3 101.02 96.99 87.79
R2 93.87 93.87 87.13
R1 89.84 89.84 86.48 88.28
PP 86.72 86.72 86.72 85.94
S1 82.69 82.69 85.16 81.13
S2 79.57 79.57 84.51
S3 72.42 75.54 83.85
S4 65.27 68.39 81.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.63 81.32 7.31 8.9% 2.89 3.5% 7% False True 376,695
10 92.96 81.32 11.64 14.2% 2.69 3.3% 4% False True 364,179
20 94.90 81.32 13.58 16.6% 2.27 2.8% 4% False True 308,808
40 95.07 81.32 13.75 16.8% 1.97 2.4% 4% False True 198,678
60 101.22 81.32 19.90 24.3% 1.77 2.2% 3% False True 147,650
80 104.44 81.32 23.12 28.3% 1.63 2.0% 2% False True 117,568
100 104.44 81.32 23.12 28.3% 1.49 1.8% 2% False True 97,494
120 104.44 81.32 23.12 28.3% 1.38 1.7% 2% False True 82,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 173 trading days
Fibonacci Retracements and Extensions
4.250 103.79
2.618 96.81
1.618 92.53
1.000 89.88
0.618 88.25
HIGH 85.60
0.618 83.97
0.500 83.46
0.382 82.95
LOW 81.32
0.618 78.67
1.000 77.04
1.618 74.39
2.618 70.11
4.250 63.13
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 83.46 83.81
PP 82.92 83.15
S1 82.38 82.50

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

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