NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 81.88 79.69 -2.19 -2.7% 84.04
High 82.12 81.64 -0.48 -0.6% 84.34
Low 79.60 79.35 -0.25 -0.3% 78.25
Close 79.81 81.46 1.65 2.1% 81.21
Range 2.52 2.29 -0.23 -9.1% 6.09
ATR 2.17 2.18 0.01 0.4% 0.00
Volume 27,671 30,566 2,895 10.5% 159,287
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.69 86.86 82.72
R3 85.40 84.57 82.09
R2 83.11 83.11 81.88
R1 82.28 82.28 81.67 82.70
PP 80.82 80.82 80.82 81.02
S1 79.99 79.99 81.25 80.41
S2 78.53 78.53 81.04
S3 76.24 77.70 80.83
S4 73.95 75.41 80.20
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 82.87 79.35 3.52 4.3% 2.05 2.5% 60% False True 27,560
10 84.75 78.25 6.50 8.0% 2.52 3.1% 49% False False 29,097
20 92.47 78.25 14.22 17.5% 2.32 2.9% 23% False False 27,288
40 93.83 78.25 15.58 19.1% 1.88 2.3% 21% False False 20,834
60 96.27 78.25 18.02 22.1% 1.60 2.0% 18% False False 16,162
80 100.76 78.25 22.51 27.6% 1.44 1.8% 14% False False 13,445
100 101.33 78.25 23.08 28.3% 1.29 1.6% 14% False False 11,396
Crabel Price Patterns
NR True
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.37
2.618 87.64
1.618 85.35
1.000 83.93
0.618 83.06
HIGH 81.64
0.618 80.77
0.500 80.50
0.382 80.22
LOW 79.35
0.618 77.93
1.000 77.06
1.618 75.64
2.618 73.35
4.250 69.62
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 81.14 81.23
PP 80.82 80.99
S1 80.50 80.76

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

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