NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 87.26 87.98 0.72 0.8% 91.15
High 88.34 88.23 -0.11 -0.1% 92.47
Low 86.56 86.70 0.14 0.2% 86.17
Close 88.11 87.05 -1.06 -1.2% 87.26
Range 1.78 1.53 -0.25 -14.0% 6.30
ATR 1.66 1.65 -0.01 -0.5% 0.00
Volume 23,334 18,398 -4,936 -21.2% 135,463
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.92 91.01 87.89
R3 90.39 89.48 87.47
R2 88.86 88.86 87.33
R1 87.95 87.95 87.19 87.64
PP 87.33 87.33 87.33 87.17
S1 86.42 86.42 86.91 86.11
S2 85.80 85.80 86.77
S3 84.27 84.89 86.63
S4 82.74 83.36 86.21
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 107.53 103.70 90.73
R3 101.23 97.40 88.99
R2 94.93 94.93 88.42
R1 91.10 91.10 87.84 89.87
PP 88.63 88.63 88.63 88.02
S1 84.80 84.80 86.68 83.57
S2 82.33 82.33 86.11
S3 76.03 78.50 85.53
S4 69.73 72.20 83.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.72 86.17 4.55 5.2% 2.06 2.4% 19% False False 28,973
10 92.47 86.17 6.30 7.2% 1.91 2.2% 14% False False 23,274
20 92.63 86.17 6.46 7.4% 1.71 2.0% 14% False False 19,546
40 95.39 86.17 9.22 10.6% 1.44 1.7% 10% False False 14,317
60 98.68 86.17 12.51 14.4% 1.29 1.5% 7% False False 11,675
80 101.33 86.17 15.16 17.4% 1.15 1.3% 6% False False 9,611
100 101.33 86.17 15.16 17.4% 1.04 1.2% 6% False False 8,067
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 94.73
2.618 92.24
1.618 90.71
1.000 89.76
0.618 89.18
HIGH 88.23
0.618 87.65
0.500 87.47
0.382 87.28
LOW 86.70
0.618 85.75
1.000 85.17
1.618 84.22
2.618 82.69
4.250 80.20
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 87.47 87.78
PP 87.33 87.53
S1 87.19 87.29

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

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