NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 81.40 81.63 0.23 0.3% 84.04
High 82.87 81.79 -1.08 -1.3% 84.34
Low 80.93 79.85 -1.08 -1.3% 78.25
Close 81.21 80.90 -0.31 -0.4% 81.21
Range 1.94 1.94 0.00 0.0% 6.09
ATR 2.20 2.19 -0.02 -0.9% 0.00
Volume 32,243 24,028 -8,215 -25.5% 159,287
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.67 85.72 81.97
R3 84.73 83.78 81.43
R2 82.79 82.79 81.26
R1 81.84 81.84 81.08 81.35
PP 80.85 80.85 80.85 80.60
S1 79.90 79.90 80.72 79.41
S2 78.91 78.91 80.54
S3 76.97 77.96 80.37
S4 75.03 76.02 79.83
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.54 96.46 84.56
R3 93.45 90.37 82.88
R2 87.36 87.36 82.33
R1 84.28 84.28 81.77 82.78
PP 81.27 81.27 81.27 80.51
S1 78.19 78.19 80.65 76.69
S2 75.18 75.18 80.09
S3 69.09 72.10 79.54
S4 63.00 66.01 77.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.73 78.25 5.48 6.8% 2.92 3.6% 48% False False 31,329
10 88.23 78.25 9.98 12.3% 2.56 3.2% 27% False False 28,815
20 92.47 78.25 14.22 17.6% 2.20 2.7% 19% False False 25,704
40 93.83 78.25 15.58 19.3% 1.78 2.2% 17% False False 19,407
60 98.12 78.25 19.87 24.6% 1.55 1.9% 13% False False 15,108
80 101.11 78.25 22.86 28.3% 1.39 1.7% 12% False False 12,557
100 101.33 78.25 23.08 28.5% 1.24 1.5% 11% False False 10,610
Crabel Price Patterns
NR False
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 0.39
Fibonacci Retracements and Extensions
4.250 90.04
2.618 86.87
1.618 84.93
1.000 83.73
0.618 82.99
HIGH 81.79
0.618 81.05
0.500 80.82
0.382 80.59
LOW 79.85
0.618 78.65
1.000 77.91
1.618 76.71
2.618 74.77
4.250 71.61
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 80.87 80.80
PP 80.85 80.71
S1 80.82 80.61

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

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