NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 90.02 89.08 -0.94 -1.0% 90.86
High 91.28 89.47 -1.81 -2.0% 92.23
Low 88.86 86.57 -2.29 -2.6% 89.65
Close 89.11 89.08 -0.03 0.0% 92.02
Range 2.42 2.90 0.48 19.8% 2.58
ATR 1.68 1.76 0.09 5.2% 0.00
Volume 65,460 51,002 -14,458 -22.1% 167,914
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 97.07 95.98 90.68
R3 94.17 93.08 89.88
R2 91.27 91.27 89.61
R1 90.18 90.18 89.35 90.53
PP 88.37 88.37 88.37 88.55
S1 87.28 87.28 88.81 87.63
S2 85.47 85.47 88.55
S3 82.57 84.38 88.28
S4 79.67 81.48 87.49
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 86.57 6.50 7.3% 2.35 2.6% 39% False True 45,206
10 93.07 86.57 6.50 7.3% 1.85 2.1% 39% False True 38,090
20 93.53 86.57 6.96 7.8% 1.80 2.0% 36% False True 33,491
40 96.50 86.57 9.93 11.1% 1.51 1.7% 25% False True 26,257
60 99.69 86.57 13.12 14.7% 1.39 1.6% 19% False True 22,431
80 102.53 86.57 15.96 17.9% 1.27 1.4% 16% False True 18,826
100 102.53 86.57 15.96 17.9% 1.14 1.3% 16% False True 16,233
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.80
2.618 97.06
1.618 94.16
1.000 92.37
0.618 91.26
HIGH 89.47
0.618 88.36
0.500 88.02
0.382 87.68
LOW 86.57
0.618 84.78
1.000 83.67
1.618 81.88
2.618 78.98
4.250 74.25
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 88.73 89.82
PP 88.37 89.57
S1 88.02 89.33

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

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