NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 92.04 89.50 -2.54 -2.8% 90.51
High 92.47 90.72 -1.75 -1.9% 91.72
Low 89.08 88.46 -0.62 -0.7% 89.53
Close 89.39 88.66 -0.73 -0.8% 91.57
Range 3.39 2.26 -1.13 -33.3% 2.19
ATR 1.48 1.53 0.06 3.8% 0.00
Volume 16,995 35,735 18,740 110.3% 77,869
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 96.06 94.62 89.90
R3 93.80 92.36 89.28
R2 91.54 91.54 89.07
R1 90.10 90.10 88.87 89.69
PP 89.28 89.28 89.28 89.08
S1 87.84 87.84 88.45 87.43
S2 87.02 87.02 88.25
S3 84.76 85.58 88.04
S4 82.50 83.32 87.42
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 88.46 4.01 4.5% 1.85 2.1% 5% False True 21,365
10 92.47 88.46 4.01 4.5% 1.56 1.8% 5% False True 17,196
20 93.67 88.46 5.21 5.9% 1.57 1.8% 4% False True 16,612
40 95.94 88.46 7.48 8.4% 1.33 1.5% 3% False True 12,206
60 99.09 88.46 10.63 12.0% 1.23 1.4% 2% False True 10,060
80 101.33 88.46 12.87 14.5% 1.10 1.2% 2% False True 8,399
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.33
2.618 96.64
1.618 94.38
1.000 92.98
0.618 92.12
HIGH 90.72
0.618 89.86
0.500 89.59
0.382 89.32
LOW 88.46
0.618 87.06
1.000 86.20
1.618 84.80
2.618 82.54
4.250 78.86
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 89.59 90.47
PP 89.28 89.86
S1 88.97 89.26

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

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