NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 86.71 86.32 -0.39 -0.4% 91.15
High 86.87 86.32 -0.55 -0.6% 92.47
Low 85.16 82.78 -2.38 -2.8% 86.17
Close 85.90 84.43 -1.47 -1.7% 87.26
Range 1.71 3.54 1.83 107.0% 6.30
ATR 1.66 1.80 0.13 8.0% 0.00
Volume 29,906 30,411 505 1.7% 135,463
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 95.13 93.32 86.38
R3 91.59 89.78 85.40
R2 88.05 88.05 85.08
R1 86.24 86.24 84.75 85.38
PP 84.51 84.51 84.51 84.08
S1 82.70 82.70 84.11 81.84
S2 80.97 80.97 83.78
S3 77.43 79.16 83.46
S4 73.89 75.62 82.48
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 88.99 82.78 6.21 7.4% 2.14 2.5% 27% False True 27,793
10 92.47 82.78 9.69 11.5% 2.13 2.5% 17% False True 25,480
20 92.63 82.78 9.85 11.7% 1.77 2.1% 17% False True 20,350
40 95.25 82.78 12.47 14.8% 1.53 1.8% 13% False True 15,563
60 98.68 82.78 15.90 18.8% 1.35 1.6% 10% False True 12,484
80 101.33 82.78 18.55 22.0% 1.20 1.4% 9% False True 10,238
100 101.33 82.78 18.55 22.0% 1.09 1.3% 9% False True 8,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 105 trading days
Fibonacci Retracements and Extensions
4.250 101.37
2.618 95.59
1.618 92.05
1.000 89.86
0.618 88.51
HIGH 86.32
0.618 84.97
0.500 84.55
0.382 84.13
LOW 82.78
0.618 80.59
1.000 79.24
1.618 77.05
2.618 73.51
4.250 67.74
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 84.55 85.51
PP 84.51 85.15
S1 84.47 84.79

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

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