NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 91.15 92.04 0.89 1.0% 90.51
High 92.25 92.47 0.22 0.2% 91.72
Low 90.91 89.08 -1.83 -2.0% 89.53
Close 92.21 89.39 -2.82 -3.1% 91.57
Range 1.34 3.39 2.05 153.0% 2.19
ATR 1.33 1.48 0.15 11.1% 0.00
Volume 15,335 16,995 1,660 10.8% 77,869
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 100.48 98.33 91.25
R3 97.09 94.94 90.32
R2 93.70 93.70 90.01
R1 91.55 91.55 89.70 90.93
PP 90.31 90.31 90.31 90.01
S1 88.16 88.16 89.08 87.54
S2 86.92 86.92 88.77
S3 83.53 84.77 88.46
S4 80.14 81.38 87.53
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 97.51 96.73 92.77
R3 95.32 94.54 92.17
R2 93.13 93.13 91.97
R1 92.35 92.35 91.77 92.74
PP 90.94 90.94 90.94 91.14
S1 90.16 90.16 91.37 90.55
S2 88.75 88.75 91.17
S3 86.56 87.97 90.97
S4 84.37 85.78 90.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.47 89.08 3.39 3.8% 1.75 2.0% 9% True True 17,575
10 92.53 89.08 3.45 3.9% 1.44 1.6% 9% False True 14,937
20 93.81 89.00 4.81 5.4% 1.55 1.7% 8% False False 15,568
40 95.94 89.00 6.94 7.8% 1.30 1.5% 6% False False 11,398
60 99.62 89.00 10.62 11.9% 1.21 1.4% 4% False False 9,498
80 101.33 89.00 12.33 13.8% 1.08 1.2% 3% False False 7,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 106.88
2.618 101.35
1.618 97.96
1.000 95.86
0.618 94.57
HIGH 92.47
0.618 91.18
0.500 90.78
0.382 90.37
LOW 89.08
0.618 86.98
1.000 85.69
1.618 83.59
2.618 80.20
4.250 74.67
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 90.78 90.78
PP 90.31 90.31
S1 89.85 89.85

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

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