NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 92.56 90.02 -2.54 -2.7% 90.86
High 93.07 91.28 -1.79 -1.9% 92.23
Low 89.44 88.86 -0.58 -0.6% 89.65
Close 89.76 89.11 -0.65 -0.7% 92.02
Range 3.63 2.42 -1.21 -33.3% 2.58
ATR 1.62 1.68 0.06 3.5% 0.00
Volume 36,434 65,460 29,026 79.7% 167,914
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 97.01 95.48 90.44
R3 94.59 93.06 89.78
R2 92.17 92.17 89.55
R1 90.64 90.64 89.33 90.20
PP 89.75 89.75 89.75 89.53
S1 88.22 88.22 88.89 87.78
S2 87.33 87.33 88.67
S3 84.91 85.80 88.44
S4 82.49 83.38 87.78
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 99.04 98.11 93.44
R3 96.46 95.53 92.73
R2 93.88 93.88 92.49
R1 92.95 92.95 92.26 93.42
PP 91.30 91.30 91.30 91.53
S1 90.37 90.37 91.78 90.84
S2 88.72 88.72 91.55
S3 86.14 87.79 91.31
S4 83.56 85.21 90.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.07 88.86 4.21 4.7% 2.03 2.3% 6% False True 44,928
10 93.07 88.86 4.21 4.7% 1.70 1.9% 6% False True 35,147
20 93.81 88.86 4.95 5.6% 1.70 1.9% 5% False True 32,238
40 96.50 88.86 7.64 8.6% 1.46 1.6% 3% False True 25,442
60 99.83 88.86 10.97 12.3% 1.36 1.5% 2% False True 21,736
80 102.53 88.86 13.67 15.3% 1.24 1.4% 2% False True 18,342
100 102.53 88.86 13.67 15.3% 1.12 1.3% 2% False True 15,767
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.57
2.618 97.62
1.618 95.20
1.000 93.70
0.618 92.78
HIGH 91.28
0.618 90.36
0.500 90.07
0.382 89.78
LOW 88.86
0.618 87.36
1.000 86.44
1.618 84.94
2.618 82.52
4.250 78.58
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 90.07 90.97
PP 89.75 90.35
S1 89.43 89.73

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

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