NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 87.10 86.62 -0.48 -0.6% 91.86
High 87.23 86.72 -0.51 -0.6% 93.07
Low 85.52 82.95 -2.57 -3.0% 86.57
Close 86.19 84.69 -1.50 -1.7% 87.87
Range 1.71 3.77 2.06 120.5% 6.50
ATR 1.81 1.95 0.14 7.7% 0.00
Volume 66,669 65,485 -1,184 -1.8% 271,283
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 96.10 94.16 86.76
R3 92.33 90.39 85.73
R2 88.56 88.56 85.38
R1 86.62 86.62 85.04 85.71
PP 84.79 84.79 84.79 84.33
S1 82.85 82.85 84.34 81.94
S2 81.02 81.02 84.00
S3 77.25 79.08 83.65
S4 73.48 75.31 82.62
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 108.67 104.77 91.45
R3 102.17 98.27 89.66
R2 95.67 95.67 89.06
R1 91.77 91.77 88.47 90.47
PP 89.17 89.17 89.17 88.52
S1 85.27 85.27 87.27 83.97
S2 82.67 82.67 86.68
S3 76.17 78.77 86.08
S4 69.67 72.27 84.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.69 82.95 6.74 8.0% 2.28 2.7% 26% False True 61,483
10 93.07 82.95 10.12 11.9% 2.31 2.7% 17% False True 53,345
20 93.07 82.95 10.12 11.9% 1.92 2.3% 17% False True 41,347
40 95.54 82.95 12.59 14.9% 1.67 2.0% 14% False True 31,913
60 99.36 82.95 16.41 19.4% 1.48 1.7% 11% False True 26,651
80 102.53 82.95 19.58 23.1% 1.35 1.6% 9% False True 22,106
100 102.53 82.95 19.58 23.1% 1.23 1.5% 9% False True 19,112
120 102.53 82.95 19.58 23.1% 1.13 1.3% 9% False True 16,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 102.74
2.618 96.59
1.618 92.82
1.000 90.49
0.618 89.05
HIGH 86.72
0.618 85.28
0.500 84.84
0.382 84.39
LOW 82.95
0.618 80.62
1.000 79.18
1.618 76.85
2.618 73.08
4.250 66.93
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 84.84 85.88
PP 84.79 85.48
S1 84.74 85.09

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

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