NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 81.33 82.17 0.84 1.0% 84.47
High 82.71 82.63 -0.08 -0.1% 84.67
Low 81.07 79.83 -1.24 -1.5% 78.64
Close 81.96 80.13 -1.83 -2.2% 81.62
Range 1.64 2.80 1.16 70.7% 6.03
ATR 2.26 2.30 0.04 1.7% 0.00
Volume 58,342 65,883 7,541 12.9% 333,063
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.26 87.50 81.67
R3 86.46 84.70 80.90
R2 83.66 83.66 80.64
R1 81.90 81.90 80.39 81.38
PP 80.86 80.86 80.86 80.61
S1 79.10 79.10 79.87 78.58
S2 78.06 78.06 79.62
S3 75.26 76.30 79.36
S4 72.46 73.50 78.59
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 6.2% 2.67 3.3% 30% False False 63,050
10 86.72 78.64 8.08 10.1% 2.79 3.5% 18% False False 64,405
20 93.07 78.64 14.43 18.0% 2.43 3.0% 10% False False 58,081
40 94.16 78.64 15.52 19.4% 1.99 2.5% 10% False False 42,281
60 98.03 78.64 19.39 24.2% 1.72 2.1% 8% False False 33,707
80 101.87 78.64 23.23 29.0% 1.56 1.9% 6% False False 28,454
100 102.53 78.64 23.89 29.8% 1.42 1.8% 6% False False 24,567
120 102.53 78.64 23.89 29.8% 1.28 1.6% 6% False False 21,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.53
2.618 89.96
1.618 87.16
1.000 85.43
0.618 84.36
HIGH 82.63
0.618 81.56
0.500 81.23
0.382 80.90
LOW 79.83
0.618 78.10
1.000 77.03
1.618 75.30
2.618 72.50
4.250 67.93
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 81.23 81.27
PP 80.86 80.89
S1 80.50 80.51

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

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