NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 80.42 81.95 1.53 1.9% 82.39
High 82.37 81.95 -0.42 -0.5% 83.23
Low 80.05 80.36 0.31 0.4% 80.05
Close 82.09 81.01 -1.08 -1.3% 81.01
Range 2.32 1.59 -0.73 -31.5% 3.18
ATR 2.37 2.33 -0.05 -1.9% 0.00
Volume 354,839 272,509 -82,330 -23.2% 1,578,131
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.88 85.03 81.88
R3 84.29 83.44 81.45
R2 82.70 82.70 81.30
R1 81.85 81.85 81.16 81.48
PP 81.11 81.11 81.11 80.92
S1 80.26 80.26 80.86 79.89
S2 79.52 79.52 80.72
S3 77.93 78.67 80.57
S4 76.34 77.08 80.14
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.97 89.17 82.76
R3 87.79 85.99 81.88
R2 84.61 84.61 81.59
R1 82.81 82.81 81.30 82.12
PP 81.43 81.43 81.43 81.09
S1 79.63 79.63 80.72 78.94
S2 78.25 78.25 80.43
S3 75.07 76.45 80.14
S4 71.89 73.27 79.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.23 80.05 3.18 3.9% 2.09 2.6% 30% False False 315,626
10 85.13 79.10 6.03 7.4% 2.56 3.2% 32% False False 271,553
20 93.82 79.10 14.72 18.2% 2.57 3.2% 13% False False 210,319
40 94.42 79.10 15.32 18.9% 2.16 2.7% 12% False False 149,351
60 96.98 79.10 17.88 22.1% 1.85 2.3% 11% False False 119,423
80 101.34 79.10 22.24 27.5% 1.71 2.1% 9% False False 105,808
100 103.66 79.10 24.56 30.3% 1.58 2.0% 8% False False 96,391
120 103.66 79.10 24.56 30.3% 1.46 1.8% 8% False False 86,981
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 88.71
2.618 86.11
1.618 84.52
1.000 83.54
0.618 82.93
HIGH 81.95
0.618 81.34
0.500 81.16
0.382 80.97
LOW 80.36
0.618 79.38
1.000 78.77
1.618 77.79
2.618 76.20
4.250 73.60
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 81.16 81.60
PP 81.11 81.40
S1 81.06 81.21

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

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