NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 83.12 84.04 0.92 1.1% 87.26
High 84.75 84.34 -0.41 -0.5% 88.34
Low 82.14 82.79 0.65 0.8% 82.14
Close 84.46 84.23 -0.23 -0.3% 84.46
Range 2.61 1.55 -1.06 -40.6% 6.20
ATR 1.86 1.84 -0.01 -0.7% 0.00
Volume 26,126 26,668 542 2.1% 128,175
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 88.44 87.88 85.08
R3 86.89 86.33 84.66
R2 85.34 85.34 84.51
R1 84.78 84.78 84.37 85.06
PP 83.79 83.79 83.79 83.93
S1 83.23 83.23 84.09 83.51
S2 82.24 82.24 83.95
S3 80.69 81.68 83.80
S4 79.14 80.13 83.38
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 103.58 100.22 87.87
R3 97.38 94.02 86.17
R2 91.18 91.18 85.60
R1 87.82 87.82 85.03 86.40
PP 84.98 84.98 84.98 84.27
S1 81.62 81.62 83.89 80.20
S2 78.78 78.78 83.32
S3 72.58 75.42 82.76
S4 66.38 69.22 81.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.23 82.14 6.09 7.2% 2.19 2.6% 34% False False 26,301
10 92.47 82.14 10.33 12.3% 2.31 2.7% 20% False False 27,497
20 92.63 82.14 10.49 12.5% 1.81 2.2% 20% False False 21,042
40 93.83 82.14 11.69 13.9% 1.54 1.8% 18% False False 16,545
60 98.68 82.14 16.54 19.6% 1.38 1.6% 13% False False 13,109
80 101.33 82.14 19.19 22.8% 1.24 1.5% 11% False False 10,783
100 101.33 82.14 19.19 22.8% 1.12 1.3% 11% False False 9,132
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.93
2.618 88.40
1.618 86.85
1.000 85.89
0.618 85.30
HIGH 84.34
0.618 83.75
0.500 83.57
0.382 83.38
LOW 82.79
0.618 81.83
1.000 81.24
1.618 80.28
2.618 78.73
4.250 76.20
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 84.01 84.23
PP 83.79 84.23
S1 83.57 84.23

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

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