NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 80.81 81.88 1.07 1.3% 84.04
High 82.17 82.12 -0.05 -0.1% 84.34
Low 80.60 79.60 -1.00 -1.2% 78.25
Close 81.47 79.81 -1.66 -2.0% 81.21
Range 1.57 2.52 0.95 60.5% 6.09
ATR 2.14 2.17 0.03 1.3% 0.00
Volume 23,292 27,671 4,379 18.8% 159,287
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 88.07 86.46 81.20
R3 85.55 83.94 80.50
R2 83.03 83.03 80.27
R1 81.42 81.42 80.04 80.97
PP 80.51 80.51 80.51 80.28
S1 78.90 78.90 79.58 78.45
S2 77.99 77.99 79.35
S3 75.47 76.38 79.12
S4 72.95 73.86 78.42
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 82.97 78.25 4.72 5.9% 2.54 3.2% 33% False False 29,126
10 86.32 78.25 8.07 10.1% 2.64 3.3% 19% False False 29,081
20 92.47 78.25 14.22 17.8% 2.27 2.8% 11% False False 26,833
40 93.83 78.25 15.58 19.5% 1.84 2.3% 10% False False 20,310
60 97.42 78.25 19.17 24.0% 1.58 2.0% 8% False False 15,726
80 101.11 78.25 22.86 28.6% 1.42 1.8% 7% False False 13,099
100 101.33 78.25 23.08 28.9% 1.27 1.6% 7% False False 11,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 92.83
2.618 88.72
1.618 86.20
1.000 84.64
0.618 83.68
HIGH 82.12
0.618 81.16
0.500 80.86
0.382 80.56
LOW 79.60
0.618 78.04
1.000 77.08
1.618 75.52
2.618 73.00
4.250 68.89
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 80.86 80.89
PP 80.51 80.53
S1 80.16 80.17

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

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