NYMEX Light Sweet Crude Oil Future November 2014


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 83.13 82.76 -0.37 -0.4% 85.20
High 83.48 84.05 0.57 0.7% 85.87
Low 81.56 82.29 0.73 0.9% 79.78
Close 82.71 82.81 0.10 0.1% 82.75
Range 1.92 1.76 -0.16 -8.3% 6.09
ATR 2.46 2.41 -0.05 -2.0% 0.00
Volume 83,702 19,471 -64,231 -76.7% 1,854,564
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 88.33 87.33 83.78
R3 86.57 85.57 83.29
R2 84.81 84.81 83.13
R1 83.81 83.81 82.97 84.31
PP 83.05 83.05 83.05 83.30
S1 82.05 82.05 82.65 82.55
S2 81.29 81.29 82.49
S3 79.53 80.29 82.33
S4 77.77 78.53 81.84
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 84.83 79.78 5.05 6.1% 2.64 3.2% 60% False False 237,912
10 88.63 79.78 8.85 10.7% 2.77 3.3% 34% False False 307,303
20 94.90 79.78 15.12 18.3% 2.57 3.1% 20% False False 315,611
40 95.07 79.78 15.29 18.5% 2.15 2.6% 20% False False 220,966
60 99.60 79.78 19.82 23.9% 1.88 2.3% 15% False False 163,896
80 103.54 79.78 23.76 28.7% 1.72 2.1% 13% False False 131,248
100 104.44 79.78 24.66 29.8% 1.58 1.9% 12% False False 108,950
120 104.44 79.78 24.66 29.8% 1.45 1.7% 12% False False 92,363
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 91.53
2.618 88.66
1.618 86.90
1.000 85.81
0.618 85.14
HIGH 84.05
0.618 83.38
0.500 83.17
0.382 82.96
LOW 82.29
0.618 81.20
1.000 80.53
1.618 79.44
2.618 77.68
4.250 74.81
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 83.17 83.01
PP 83.05 82.94
S1 82.93 82.88

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

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