NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 83.33 84.47 1.14 1.4% 87.85
High 85.13 84.67 -0.46 -0.5% 89.01
Low 82.41 83.03 0.62 0.8% 82.41
Close 84.73 84.53 -0.20 -0.2% 84.73
Range 2.72 1.64 -1.08 -39.7% 6.60
ATR 2.01 1.98 -0.02 -1.1% 0.00
Volume 68,604 58,762 -9,842 -14.3% 294,901
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.00 88.40 85.43
R3 87.36 86.76 84.98
R2 85.72 85.72 84.83
R1 85.12 85.12 84.68 85.42
PP 84.08 84.08 84.08 84.23
S1 83.48 83.48 84.38 83.78
S2 82.44 82.44 84.23
S3 80.80 81.84 84.08
S4 79.16 80.20 83.63
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 105.18 101.56 88.36
R3 98.58 94.96 86.55
R2 91.98 91.98 85.94
R1 88.36 88.36 85.34 86.87
PP 85.38 85.38 85.38 84.64
S1 81.76 81.76 84.13 80.27
S2 78.78 78.78 83.52
S3 72.18 75.16 82.92
S4 65.58 68.56 81.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.81 82.41 6.40 7.6% 2.32 2.7% 33% False False 59,546
10 93.07 82.41 10.66 12.6% 2.47 2.9% 20% False False 58,767
20 93.07 82.41 10.66 12.6% 1.96 2.3% 20% False False 44,093
40 94.16 82.41 11.75 13.9% 1.68 2.0% 18% False False 34,027
60 99.36 82.41 16.95 20.1% 1.51 1.8% 13% False False 27,995
80 102.53 82.41 20.12 23.8% 1.39 1.6% 11% False False 23,495
100 102.53 82.41 20.12 23.8% 1.26 1.5% 11% False False 20,287
120 102.53 82.41 20.12 23.8% 1.16 1.4% 11% False False 17,555
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 10 trading days
Fibonacci Retracements and Extensions
4.250 91.64
2.618 88.96
1.618 87.32
1.000 86.31
0.618 85.68
HIGH 84.67
0.618 84.04
0.500 83.85
0.382 83.66
LOW 83.03
0.618 82.02
1.000 81.39
1.618 80.38
2.618 78.74
4.250 76.06
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 84.30 84.57
PP 84.08 84.55
S1 83.85 84.54

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

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