NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 81.89 82.00 0.11 0.1% 84.47
High 83.28 82.25 -1.03 -1.2% 84.67
Low 81.30 80.27 -1.03 -1.3% 78.64
Close 81.62 81.38 -0.24 -0.3% 81.62
Range 1.98 1.98 0.00 0.0% 6.03
ATR 2.33 2.31 -0.03 -1.1% 0.00
Volume 70,007 52,677 -17,330 -24.8% 333,063
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.24 86.29 82.47
R3 85.26 84.31 81.92
R2 83.28 83.28 81.74
R1 82.33 82.33 81.56 81.82
PP 81.30 81.30 81.30 81.04
S1 80.35 80.35 81.20 79.84
S2 79.32 79.32 81.02
S3 77.34 78.37 80.84
S4 75.36 76.39 80.29
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.73 96.71 84.94
R3 93.70 90.68 83.28
R2 87.67 87.67 82.73
R1 84.65 84.65 82.17 83.15
PP 81.64 81.64 81.64 80.89
S1 78.62 78.62 81.07 77.12
S2 75.61 75.61 80.51
S3 69.58 72.59 79.96
S4 63.55 66.56 78.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.30 78.64 5.66 7.0% 3.06 3.8% 48% False False 65,395
10 88.81 78.64 10.17 12.5% 2.69 3.3% 27% False False 62,471
20 93.07 78.64 14.43 17.7% 2.36 2.9% 19% False False 54,886
40 94.16 78.64 15.52 19.1% 1.92 2.4% 18% False False 39,794
60 98.71 78.64 20.07 24.7% 1.68 2.1% 14% False False 32,104
80 101.88 78.64 23.24 28.6% 1.52 1.9% 12% False False 27,073
100 102.53 78.64 23.89 29.4% 1.38 1.7% 11% False False 23,375
120 102.53 78.64 23.89 29.4% 1.26 1.5% 11% False False 20,126
Crabel Price Patterns
NR False
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 0.40
Fibonacci Retracements and Extensions
4.250 90.67
2.618 87.43
1.618 85.45
1.000 84.23
0.618 83.47
HIGH 82.25
0.618 81.49
0.500 81.26
0.382 81.03
LOW 80.27
0.618 79.05
1.000 78.29
1.618 77.07
2.618 75.09
4.250 71.86
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 81.34 81.29
PP 81.30 81.20
S1 81.26 81.11

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

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