NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 81.95 81.27 -0.68 -0.8% 82.39
High 81.95 81.29 -0.66 -0.8% 83.23
Low 80.36 79.44 -0.92 -1.1% 80.05
Close 81.01 81.00 -0.01 0.0% 81.01
Range 1.59 1.85 0.26 16.4% 3.18
ATR 2.33 2.29 -0.03 -1.5% 0.00
Volume 272,509 285,327 12,818 4.7% 1,578,131
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.13 85.41 82.02
R3 84.28 83.56 81.51
R2 82.43 82.43 81.34
R1 81.71 81.71 81.17 81.15
PP 80.58 80.58 80.58 80.29
S1 79.86 79.86 80.83 79.30
S2 78.73 78.73 80.66
S3 76.88 78.01 80.49
S4 75.03 76.16 79.98
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 79.44 3.79 4.7% 2.07 2.6% 41% False True 312,482
10 84.78 79.10 5.68 7.0% 2.57 3.2% 33% False False 287,084
20 93.82 79.10 14.72 18.2% 2.58 3.2% 13% False False 219,431
40 94.42 79.10 15.32 18.9% 2.18 2.7% 12% False False 154,338
60 96.98 79.10 17.88 22.1% 1.86 2.3% 11% False False 122,786
80 101.30 79.10 22.20 27.4% 1.72 2.1% 9% False False 108,680
100 103.66 79.10 24.56 30.3% 1.59 2.0% 8% False False 98,727
120 103.66 79.10 24.56 30.3% 1.47 1.8% 8% False False 89,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.15
2.618 86.13
1.618 84.28
1.000 83.14
0.618 82.43
HIGH 81.29
0.618 80.58
0.500 80.37
0.382 80.15
LOW 79.44
0.618 78.30
1.000 77.59
1.618 76.45
2.618 74.60
4.250 71.58
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 80.79 80.97
PP 80.58 80.94
S1 80.37 80.91

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

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