NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 80.98 81.56 0.58 0.7% 81.63
High 82.32 81.67 -0.65 -0.8% 82.17
Low 80.98 80.46 -0.52 -0.6% 79.35
Close 81.81 80.75 -1.06 -1.3% 80.64
Range 1.34 1.21 -0.13 -9.7% 2.82
ATR 1.99 1.95 -0.05 -2.3% 0.00
Volume 18,377 35,585 17,208 93.6% 133,157
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 84.59 83.88 81.42
R3 83.38 82.67 81.08
R2 82.17 82.17 80.97
R1 81.46 81.46 80.86 81.21
PP 80.96 80.96 80.96 80.84
S1 80.25 80.25 80.64 80.00
S2 79.75 79.75 80.53
S3 78.54 79.04 80.42
S4 77.33 77.83 80.08
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% 1.37 1.7% 52% False False 25,636
10 82.87 79.05 3.82 4.7% 1.71 2.1% 45% False False 26,598
20 88.99 78.25 10.74 13.3% 2.14 2.6% 23% False False 27,905
40 93.36 78.25 15.11 18.7% 1.89 2.3% 17% False False 22,718
60 95.94 78.25 17.69 21.9% 1.63 2.0% 14% False False 17,819
80 99.09 78.25 20.84 25.8% 1.48 1.8% 12% False False 14,864
100 101.33 78.25 23.08 28.6% 1.32 1.6% 11% False False 12,585
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.19
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 86.81
2.618 84.84
1.618 83.63
1.000 82.88
0.618 82.42
HIGH 81.67
0.618 81.21
0.500 81.07
0.382 80.92
LOW 80.46
0.618 79.71
1.000 79.25
1.618 78.50
2.618 77.29
4.250 75.32
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 81.07 81.07
PP 80.96 80.96
S1 80.86 80.86

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

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