NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 81.51 80.88 -0.63 -0.8% 82.00
High 81.55 80.98 -0.57 -0.7% 82.71
Low 80.15 79.20 -0.95 -1.2% 79.66
Close 80.80 80.70 -0.10 -0.1% 80.80
Range 1.40 1.78 0.38 27.1% 3.05
ATR 2.25 2.22 -0.03 -1.5% 0.00
Volume 71,214 60,602 -10,612 -14.9% 337,591
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.63 84.95 81.68
R3 83.85 83.17 81.19
R2 82.07 82.07 81.03
R1 81.39 81.39 80.86 80.84
PP 80.29 80.29 80.29 80.02
S1 79.61 79.61 80.54 79.06
S2 78.51 78.51 80.37
S3 76.73 77.83 80.21
S4 74.95 76.05 79.72
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.21 88.55 82.48
R3 87.16 85.50 81.64
R2 84.11 84.11 81.36
R1 82.45 82.45 81.08 81.76
PP 81.06 81.06 81.06 80.71
S1 79.40 79.40 80.52 78.71
S2 78.01 78.01 80.24
S3 74.96 76.35 79.96
S4 71.91 73.30 79.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.71 79.20 3.51 4.3% 1.99 2.5% 43% False True 69,103
10 84.30 78.64 5.66 7.0% 2.53 3.1% 36% False False 67,249
20 93.07 78.64 14.43 17.9% 2.50 3.1% 14% False False 63,008
40 94.16 78.64 15.52 19.2% 2.07 2.6% 13% False False 46,538
60 96.50 78.64 17.86 22.1% 1.74 2.2% 12% False False 36,713
80 100.55 78.64 21.91 27.1% 1.59 2.0% 9% False False 30,943
100 102.53 78.64 23.89 29.6% 1.45 1.8% 9% False False 26,450
120 102.53 78.64 23.89 29.6% 1.31 1.6% 9% False False 22,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.55
2.618 85.64
1.618 83.86
1.000 82.76
0.618 82.08
HIGH 80.98
0.618 80.30
0.500 80.09
0.382 79.88
LOW 79.20
0.618 78.10
1.000 77.42
1.618 76.32
2.618 74.54
4.250 71.64
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 80.50 80.67
PP 80.29 80.63
S1 80.09 80.60

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

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