NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 81.25 79.80 -1.45 -1.8% 87.85
High 81.28 83.58 2.30 2.8% 89.01
Low 78.90 78.64 -0.26 -0.3% 82.41
Close 80.36 81.50 1.14 1.4% 84.73
Range 2.38 4.94 2.56 107.6% 6.60
ATR 2.16 2.36 0.20 9.2% 0.00
Volume 87,091 68,343 -18,748 -21.5% 294,901
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 96.06 93.72 84.22
R3 91.12 88.78 82.86
R2 86.18 86.18 82.41
R1 83.84 83.84 81.95 85.01
PP 81.24 81.24 81.24 81.83
S1 78.90 78.90 81.05 80.07
S2 76.30 76.30 80.59
S3 71.36 73.96 80.14
S4 66.42 69.02 78.78
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 85.13 78.64 6.49 8.0% 3.14 3.9% 44% False True 66,332
10 89.69 78.64 11.05 13.6% 2.71 3.3% 26% False True 63,907
20 93.07 78.64 14.43 17.7% 2.28 2.8% 20% False True 50,999
40 94.16 78.64 15.52 19.0% 1.88 2.3% 18% False True 37,713
60 99.36 78.64 20.72 25.4% 1.65 2.0% 14% False True 30,558
80 102.53 78.64 23.89 29.3% 1.50 1.8% 12% False True 25,833
100 102.53 78.64 23.89 29.3% 1.36 1.7% 12% False True 22,202
120 102.53 78.64 23.89 29.3% 1.24 1.5% 12% False True 19,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 104.58
2.618 96.51
1.618 91.57
1.000 88.52
0.618 86.63
HIGH 83.58
0.618 81.69
0.500 81.11
0.382 80.53
LOW 78.64
0.618 75.59
1.000 73.70
1.618 70.65
2.618 65.71
4.250 57.65
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 81.37 81.49
PP 81.24 81.48
S1 81.11 81.47

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

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