NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 84.04 83.30 -0.74 -0.9% 87.26
High 84.34 83.73 -0.61 -0.7% 88.34
Low 82.79 79.98 -2.81 -3.4% 82.14
Close 84.23 80.40 -3.83 -4.5% 84.46
Range 1.55 3.75 2.20 141.9% 6.20
ATR 1.84 2.02 0.17 9.3% 0.00
Volume 26,668 21,593 -5,075 -19.0% 128,175
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.62 90.26 82.46
R3 88.87 86.51 81.43
R2 85.12 85.12 81.09
R1 82.76 82.76 80.74 82.07
PP 81.37 81.37 81.37 81.02
S1 79.01 79.01 80.06 78.32
S2 77.62 77.62 79.71
S3 73.87 75.26 79.37
S4 70.12 71.51 78.34
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 86.87 79.98 6.89 8.6% 2.63 3.3% 6% False True 26,940
10 90.72 79.98 10.74 13.4% 2.35 2.9% 4% False True 27,956
20 92.53 79.98 12.55 15.6% 1.89 2.4% 3% False True 21,447
40 93.83 79.98 13.85 17.2% 1.61 2.0% 3% False True 16,945
60 98.68 79.98 18.70 23.3% 1.42 1.8% 2% False True 13,355
80 101.33 79.98 21.35 26.6% 1.28 1.6% 2% False True 11,006
100 101.33 79.98 21.35 26.6% 1.15 1.4% 2% False True 9,322
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 0.43
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 99.67
2.618 93.55
1.618 89.80
1.000 87.48
0.618 86.05
HIGH 83.73
0.618 82.30
0.500 81.86
0.382 81.41
LOW 79.98
0.618 77.66
1.000 76.23
1.618 73.91
2.618 70.16
4.250 64.04
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 81.86 82.37
PP 81.37 81.71
S1 80.89 81.06

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

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