NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 83.67 81.25 -2.42 -2.9% 87.85
High 84.30 81.28 -3.02 -3.6% 89.01
Low 80.29 78.90 -1.39 -1.7% 82.41
Close 80.74 80.36 -0.38 -0.5% 84.73
Range 4.01 2.38 -1.63 -40.6% 6.60
ATR 2.14 2.16 0.02 0.8% 0.00
Volume 48,860 87,091 38,231 78.2% 294,901
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.32 86.22 81.67
R3 84.94 83.84 81.01
R2 82.56 82.56 80.80
R1 81.46 81.46 80.58 80.82
PP 80.18 80.18 80.18 79.86
S1 79.08 79.08 80.14 78.44
S2 77.80 77.80 79.92
S3 75.42 76.70 79.71
S4 73.04 74.32 79.05
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 86.72 78.90 7.82 9.7% 2.90 3.6% 19% False True 65,760
10 89.69 78.90 10.79 13.4% 2.50 3.1% 14% False True 62,173
20 93.07 78.90 14.17 17.6% 2.10 2.6% 10% False True 48,660
40 94.16 78.90 15.26 19.0% 1.78 2.2% 10% False True 36,605
60 99.36 78.90 20.46 25.5% 1.58 2.0% 7% False True 29,723
80 102.53 78.90 23.63 29.4% 1.45 1.8% 6% False True 25,042
100 102.53 78.90 23.63 29.4% 1.32 1.6% 6% False True 21,543
120 102.53 78.90 23.63 29.4% 1.20 1.5% 6% False True 18,618
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.40
2.618 87.51
1.618 85.13
1.000 83.66
0.618 82.75
HIGH 81.28
0.618 80.37
0.500 80.09
0.382 79.81
LOW 78.90
0.618 77.43
1.000 76.52
1.618 75.05
2.618 72.67
4.250 68.79
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 80.27 81.79
PP 80.18 81.31
S1 80.09 80.84

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

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