NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 82.17 80.07 -2.10 -2.6% 84.47
High 82.63 82.00 -0.63 -0.8% 84.67
Low 79.83 79.66 -0.17 -0.2% 78.64
Close 80.13 81.75 1.62 2.0% 81.62
Range 2.80 2.34 -0.46 -16.4% 6.03
ATR 2.30 2.30 0.00 0.1% 0.00
Volume 65,883 89,475 23,592 35.8% 333,063
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 88.16 87.29 83.04
R3 85.82 84.95 82.39
R2 83.48 83.48 82.18
R1 82.61 82.61 81.96 83.05
PP 81.14 81.14 81.14 81.35
S1 80.27 80.27 81.54 80.71
S2 78.80 78.80 81.32
S3 76.46 77.93 81.11
S4 74.12 75.59 80.46
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 83.28 79.66 3.62 4.4% 2.15 2.6% 58% False True 67,276
10 85.13 78.64 6.49 7.9% 2.64 3.2% 48% False False 66,804
20 93.07 78.64 14.43 17.7% 2.48 3.0% 22% False False 60,074
40 94.16 78.64 15.52 19.0% 2.03 2.5% 20% False False 44,133
60 96.80 78.64 18.16 22.2% 1.73 2.1% 17% False False 34,994
80 101.52 78.64 22.88 28.0% 1.57 1.9% 14% False False 29,492
100 102.53 78.64 23.89 29.2% 1.44 1.8% 13% False False 25,414
120 102.53 78.64 23.89 29.2% 1.30 1.6% 13% False False 21,800
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.95
2.618 88.13
1.618 85.79
1.000 84.34
0.618 83.45
HIGH 82.00
0.618 81.11
0.500 80.83
0.382 80.55
LOW 79.66
0.618 78.21
1.000 77.32
1.618 75.87
2.618 73.53
4.250 69.72
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 81.44 81.56
PP 81.14 81.37
S1 80.83 81.19

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

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