NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 84.98 82.32 -2.66 -3.1% 89.77
High 85.60 82.45 -3.15 -3.7% 90.74
Low 81.32 80.01 -1.31 -1.6% 83.59
Close 81.84 81.78 -0.06 -0.1% 85.82
Range 4.28 2.44 -1.84 -43.0% 7.15
ATR 2.34 2.35 0.01 0.3% 0.00
Volume 475,832 487,721 11,889 2.5% 1,692,027
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 88.73 87.70 83.12
R3 86.29 85.26 82.45
R2 83.85 83.85 82.23
R1 82.82 82.82 82.00 82.12
PP 81.41 81.41 81.41 81.06
S1 80.38 80.38 81.56 79.68
S2 78.97 78.97 81.33
S3 76.53 77.94 81.11
S4 74.09 75.50 80.44
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 87.95 80.01 7.94 9.7% 3.02 3.7% 22% False True 399,489
10 91.79 80.01 11.78 14.4% 2.69 3.3% 15% False True 374,027
20 94.90 80.01 14.89 18.2% 2.32 2.8% 12% False True 325,298
40 95.07 80.01 15.06 18.4% 2.00 2.4% 12% False True 209,627
60 100.93 80.01 20.92 25.6% 1.79 2.2% 8% False True 155,078
80 104.44 80.01 24.43 29.9% 1.64 2.0% 7% False True 123,405
100 104.44 80.01 24.43 29.9% 1.50 1.8% 7% False True 102,265
120 104.44 80.01 24.43 29.9% 1.39 1.7% 7% False True 86,747
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.82
2.618 88.84
1.618 86.40
1.000 84.89
0.618 83.96
HIGH 82.45
0.618 81.52
0.500 81.23
0.382 80.94
LOW 80.01
0.618 78.50
1.000 77.57
1.618 76.06
2.618 73.62
4.250 69.64
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 81.60 82.94
PP 81.41 82.55
S1 81.23 82.17

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

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