NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 82.00 81.33 -0.67 -0.8% 84.47
High 82.25 82.71 0.46 0.6% 84.67
Low 80.27 81.07 0.80 1.0% 78.64
Close 81.38 81.96 0.58 0.7% 81.62
Range 1.98 1.64 -0.34 -17.2% 6.03
ATR 2.31 2.26 -0.05 -2.1% 0.00
Volume 52,677 58,342 5,665 10.8% 333,063
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.83 86.04 82.86
R3 85.19 84.40 82.41
R2 83.55 83.55 82.26
R1 82.76 82.76 82.11 83.16
PP 81.91 81.91 81.91 82.11
S1 81.12 81.12 81.81 81.52
S2 80.27 80.27 81.66
S3 78.63 79.48 81.51
S4 76.99 77.84 81.06
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 83.58 78.64 4.94 6.0% 2.58 3.2% 67% False False 67,292
10 87.23 78.64 8.59 10.5% 2.68 3.3% 39% False False 64,484
20 93.07 78.64 14.43 17.6% 2.38 2.9% 23% False False 56,650
40 94.16 78.64 15.52 18.9% 1.94 2.4% 21% False False 40,863
60 98.09 78.64 19.45 23.7% 1.69 2.1% 17% False False 32,822
80 101.87 78.64 23.23 28.3% 1.53 1.9% 14% False False 27,703
100 102.53 78.64 23.89 29.1% 1.40 1.7% 14% False False 23,936
120 102.53 78.64 23.89 29.1% 1.26 1.5% 14% False False 20,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.68
2.618 87.00
1.618 85.36
1.000 84.35
0.618 83.72
HIGH 82.71
0.618 82.08
0.500 81.89
0.382 81.70
LOW 81.07
0.618 80.06
1.000 79.43
1.618 78.42
2.618 76.78
4.250 74.10
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 81.94 81.90
PP 81.91 81.84
S1 81.89 81.78

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

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