NYMEX Light Sweet Crude Oil Future December 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 84.12 81.73 -2.39 -2.8% 88.66
High 84.78 81.76 -3.02 -3.6% 89.72
Low 80.68 79.38 -1.30 -1.6% 82.80
Close 81.20 80.94 -0.26 -0.3% 85.11
Range 4.10 2.38 -1.72 -42.0% 6.92
ATR 2.26 2.26 0.01 0.4% 0.00
Volume 268,985 261,128 -7,857 -2.9% 758,972
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.83 86.77 82.25
R3 85.45 84.39 81.59
R2 83.07 83.07 81.38
R1 82.01 82.01 81.16 81.35
PP 80.69 80.69 80.69 80.37
S1 79.63 79.63 80.72 78.97
S2 78.31 78.31 80.50
S3 75.93 77.25 80.29
S4 73.55 74.87 79.63
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 106.64 102.79 88.92
R3 99.72 95.87 87.01
R2 92.80 92.80 86.38
R1 88.95 88.95 85.74 87.42
PP 85.88 85.88 85.88 85.11
S1 82.03 82.03 84.48 80.50
S2 78.96 78.96 83.84
S3 72.04 75.11 83.21
S4 65.12 68.19 81.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.17 79.38 7.79 9.6% 2.96 3.7% 20% False True 199,571
10 90.56 79.38 11.18 13.8% 2.60 3.2% 14% False True 176,515
20 93.82 79.38 14.44 17.8% 2.22 2.7% 11% False True 138,957
40 94.42 79.38 15.04 18.6% 1.91 2.4% 10% False True 107,495
60 100.08 79.38 20.70 25.6% 1.71 2.1% 8% False True 91,916
80 103.66 79.38 24.28 30.0% 1.59 2.0% 6% False True 84,454
100 103.66 79.38 24.28 30.0% 1.47 1.8% 6% False True 78,263
120 103.66 79.38 24.28 30.0% 1.38 1.7% 6% False True 72,111
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.88
2.618 87.99
1.618 85.61
1.000 84.14
0.618 83.23
HIGH 81.76
0.618 80.85
0.500 80.57
0.382 80.29
LOW 79.38
0.618 77.91
1.000 77.00
1.618 75.53
2.618 73.15
4.250 69.27
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 80.82 82.26
PP 80.69 81.82
S1 80.57 81.38

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

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