NYMEX Light Sweet Crude Oil Future December 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 81.73 80.37 -1.36 -1.7% 88.66
High 81.76 84.06 2.30 2.8% 89.72
Low 79.38 79.10 -0.28 -0.4% 82.80
Close 80.94 81.95 1.01 1.2% 85.11
Range 2.38 4.96 2.58 108.4% 6.92
ATR 2.26 2.46 0.19 8.5% 0.00
Volume 261,128 259,581 -1,547 -0.6% 758,972
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 96.58 94.23 84.68
R3 91.62 89.27 83.31
R2 86.66 86.66 82.86
R1 84.31 84.31 82.40 85.49
PP 81.70 81.70 81.70 82.29
S1 79.35 79.35 81.50 80.53
S2 76.74 76.74 81.04
S3 71.78 74.39 80.59
S4 66.82 69.43 79.22
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 85.56 79.10 6.46 7.9% 3.19 3.9% 44% False True 218,510
10 90.56 79.10 11.46 14.0% 2.78 3.4% 25% False True 187,520
20 93.82 79.10 14.72 18.0% 2.39 2.9% 19% False True 147,561
40 94.42 79.10 15.32 18.7% 2.01 2.5% 19% False True 111,917
60 100.08 79.10 20.98 25.6% 1.78 2.2% 14% False True 95,356
80 103.66 79.10 24.56 30.0% 1.64 2.0% 12% False True 87,226
100 103.66 79.10 24.56 30.0% 1.51 1.8% 12% False True 80,558
120 103.66 79.10 24.56 30.0% 1.41 1.7% 12% False True 73,935
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 0.50
Widest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 105.14
2.618 97.05
1.618 92.09
1.000 89.02
0.618 87.13
HIGH 84.06
0.618 82.17
0.500 81.58
0.382 80.99
LOW 79.10
0.618 76.03
1.000 74.14
1.618 71.07
2.618 66.11
4.250 58.02
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 81.83 81.95
PP 81.70 81.94
S1 81.58 81.94

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

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