NYMEX Light Sweet Crude Oil Future December 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 82.39 81.86 -0.53 -0.6% 84.74
High 82.73 83.23 0.50 0.6% 85.13
Low 80.80 81.57 0.77 1.0% 79.10
Close 81.91 82.49 0.58 0.7% 82.06
Range 1.93 1.66 -0.27 -14.0% 6.03
ATR 2.39 2.34 -0.05 -2.2% 0.00
Volume 301,044 297,522 -3,522 -1.2% 1,137,407
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.41 86.61 83.40
R3 85.75 84.95 82.95
R2 84.09 84.09 82.79
R1 83.29 83.29 82.64 83.69
PP 82.43 82.43 82.43 82.63
S1 81.63 81.63 82.34 82.03
S2 80.77 80.77 82.19
S3 79.11 79.97 82.03
S4 77.45 78.31 81.58
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 100.19 97.15 85.38
R3 94.16 91.12 83.72
R2 88.13 88.13 83.17
R1 85.09 85.09 82.61 83.60
PP 82.10 82.10 82.10 81.35
S1 79.06 79.06 81.51 77.57
S2 76.07 76.07 80.95
S3 70.04 73.03 80.40
S4 64.01 67.00 78.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.06 79.10 4.96 6.0% 2.58 3.1% 68% False False 267,393
10 87.78 79.10 8.68 10.5% 2.71 3.3% 39% False False 225,653
20 93.82 79.10 14.72 17.8% 2.47 3.0% 23% False False 177,232
40 94.42 79.10 15.32 18.6% 2.06 2.5% 22% False False 127,766
60 98.92 79.10 19.82 24.0% 1.81 2.2% 17% False False 105,868
80 102.71 79.10 23.61 28.6% 1.66 2.0% 14% False False 95,328
100 103.66 79.10 24.56 29.8% 1.54 1.9% 14% False False 87,580
120 103.66 79.10 24.56 29.8% 1.43 1.7% 14% False False 79,665
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 0.48
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 90.29
2.618 87.58
1.618 85.92
1.000 84.89
0.618 84.26
HIGH 83.23
0.618 82.60
0.500 82.40
0.382 82.20
LOW 81.57
0.618 80.54
1.000 79.91
1.618 78.88
2.618 77.22
4.250 74.52
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 82.46 82.42
PP 82.43 82.34
S1 82.40 82.27

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

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