NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 81.06 83.18 2.12 2.6% 85.20
High 84.83 84.45 -0.38 -0.4% 85.87
Low 79.78 82.44 2.66 3.3% 79.78
Close 82.70 82.75 0.05 0.1% 82.75
Range 5.05 2.01 -3.04 -60.2% 6.09
ATR 2.54 2.51 -0.04 -1.5% 0.00
Volume 424,524 174,142 -250,382 -59.0% 1,854,564
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.24 88.01 83.86
R3 87.23 86.00 83.30
R2 85.22 85.22 83.12
R1 83.99 83.99 82.93 83.60
PP 83.21 83.21 83.21 83.02
S1 81.98 81.98 82.57 81.59
S2 81.20 81.20 82.38
S3 79.19 79.97 82.20
S4 77.18 77.96 81.64
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 101.07 98.00 86.10
R3 94.98 91.91 84.42
R2 88.89 88.89 83.87
R1 85.82 85.82 83.31 84.31
PP 82.80 82.80 82.80 82.05
S1 79.73 79.73 82.19 78.22
S2 76.71 76.71 81.63
S3 70.62 73.64 81.08
S4 64.53 67.55 79.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.87 79.78 6.09 7.4% 3.12 3.8% 49% False False 370,912
10 90.74 79.78 10.96 13.2% 2.81 3.4% 27% False False 354,659
20 94.90 79.78 15.12 18.3% 2.53 3.1% 20% False False 334,303
40 95.07 79.78 15.29 18.5% 2.11 2.5% 19% False False 221,181
60 100.27 79.78 20.49 24.8% 1.86 2.3% 14% False False 163,449
80 103.82 79.78 24.04 29.1% 1.70 2.1% 12% False False 130,509
100 104.44 79.78 24.66 29.8% 1.56 1.9% 12% False False 108,096
120 104.44 79.78 24.66 29.8% 1.43 1.7% 12% False False 91,637
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.99
2.618 89.71
1.618 87.70
1.000 86.46
0.618 85.69
HIGH 84.45
0.618 83.68
0.500 83.45
0.382 83.21
LOW 82.44
0.618 81.20
1.000 80.43
1.618 79.19
2.618 77.18
4.250 73.90
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 83.45 82.60
PP 83.21 82.45
S1 82.98 82.31

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

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