NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 80.11 80.98 0.87 1.1% 81.63
High 81.10 82.32 1.22 1.5% 82.17
Low 79.82 80.98 1.16 1.5% 79.35
Close 80.94 81.81 0.87 1.1% 80.64
Range 1.28 1.34 0.06 4.7% 2.82
ATR 2.04 1.99 -0.05 -2.3% 0.00
Volume 20,800 18,377 -2,423 -11.6% 133,157
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.72 85.11 82.55
R3 84.38 83.77 82.18
R2 83.04 83.04 82.06
R1 82.43 82.43 81.93 82.74
PP 81.70 81.70 81.70 81.86
S1 81.09 81.09 81.69 81.40
S2 80.36 80.36 81.56
S3 79.02 79.75 81.44
S4 77.68 78.41 81.07
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.18 87.73 82.19
R3 86.36 84.91 81.42
R2 83.54 83.54 81.16
R1 82.09 82.09 80.90 81.41
PP 80.72 80.72 80.72 80.38
S1 79.27 79.27 80.38 78.59
S2 77.90 77.90 80.12
S3 75.08 76.45 79.86
S4 72.26 73.63 79.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.32 79.05 3.27 4.0% 1.59 1.9% 84% True False 24,632
10 82.97 78.25 4.72 5.8% 2.06 2.5% 75% False False 26,879
20 88.99 78.25 10.74 13.1% 2.20 2.7% 33% False False 27,650
40 93.67 78.25 15.42 18.8% 1.89 2.3% 23% False False 22,131
60 95.94 78.25 17.69 21.6% 1.62 2.0% 20% False False 17,354
80 99.09 78.25 20.84 25.5% 1.48 1.8% 17% False False 14,458
100 101.33 78.25 23.08 28.2% 1.32 1.6% 15% False False 12,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.02
2.618 85.83
1.618 84.49
1.000 83.66
0.618 83.15
HIGH 82.32
0.618 81.81
0.500 81.65
0.382 81.49
LOW 80.98
0.618 80.15
1.000 79.64
1.618 78.81
2.618 77.47
4.250 75.29
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 81.76 81.44
PP 81.70 81.06
S1 81.65 80.69

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

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