NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 82.32 81.06 -1.26 -1.5% 89.77
High 82.45 84.83 2.38 2.9% 90.74
Low 80.01 79.78 -0.23 -0.3% 83.59
Close 81.78 82.70 0.92 1.1% 85.82
Range 2.44 5.05 2.61 107.0% 7.15
ATR 2.35 2.54 0.19 8.2% 0.00
Volume 487,721 424,524 -63,197 -13.0% 1,692,027
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 97.59 95.19 85.48
R3 92.54 90.14 84.09
R2 87.49 87.49 83.63
R1 85.09 85.09 83.16 86.29
PP 82.44 82.44 82.44 83.04
S1 80.04 80.04 82.24 81.24
S2 77.39 77.39 81.77
S3 72.34 74.99 81.31
S4 67.29 69.94 79.92
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 86.29 79.78 6.51 7.9% 3.25 3.9% 45% False True 415,390
10 91.79 79.78 12.01 14.5% 2.86 3.5% 24% False True 371,524
20 94.90 79.78 15.12 18.3% 2.49 3.0% 19% False True 338,119
40 95.07 79.78 15.29 18.5% 2.10 2.5% 19% False True 218,251
60 100.93 79.78 21.15 25.6% 1.85 2.2% 14% False True 161,583
80 104.44 79.78 24.66 29.8% 1.69 2.0% 12% False True 128,520
100 104.44 79.78 24.66 29.8% 1.55 1.9% 12% False True 106,434
120 104.44 79.78 24.66 29.8% 1.42 1.7% 12% False True 90,244
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 0.54
Widest range in 175 trading days
Fibonacci Retracements and Extensions
4.250 106.29
2.618 98.05
1.618 93.00
1.000 89.88
0.618 87.95
HIGH 84.83
0.618 82.90
0.500 82.31
0.382 81.71
LOW 79.78
0.618 76.66
1.000 74.73
1.618 71.61
2.618 66.56
4.250 58.32
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 82.57 82.70
PP 82.44 82.69
S1 82.31 82.69

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

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