NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 89.33 88.32 -1.01 -1.1% 90.33
High 90.26 88.37 -1.89 -2.1% 91.31
Low 88.03 85.95 -2.08 -2.4% 89.40
Close 88.32 87.99 -0.33 -0.4% 91.22
Range 2.23 2.42 0.19 8.5% 1.91
ATR 1.42 1.50 0.07 5.0% 0.00
Volume 40,651 42,389 1,738 4.3% 126,824
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.70 93.76 89.32
R3 92.28 91.34 88.66
R2 89.86 89.86 88.43
R1 88.92 88.92 88.21 88.18
PP 87.44 87.44 87.44 87.07
S1 86.50 86.50 87.77 85.76
S2 85.02 85.02 87.55
S3 82.60 84.08 87.32
S4 80.18 81.66 86.66
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 96.37 95.71 92.27
R3 94.46 93.80 91.75
R2 92.55 92.55 91.57
R1 91.89 91.89 91.40 92.22
PP 90.64 90.64 90.64 90.81
S1 89.98 89.98 91.04 90.31
S2 88.73 88.73 90.87
S3 86.82 88.07 90.69
S4 84.91 86.16 90.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.92 85.95 5.97 6.8% 1.99 2.3% 34% False True 31,807
10 91.92 85.95 5.97 6.8% 1.57 1.8% 34% False True 27,508
20 93.22 85.95 7.27 8.3% 1.48 1.7% 28% False True 23,431
40 95.56 85.95 9.61 10.9% 1.27 1.4% 21% False True 17,071
60 98.49 85.95 12.54 14.3% 1.17 1.3% 16% False True 14,890
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.66
2.618 94.71
1.618 92.29
1.000 90.79
0.618 89.87
HIGH 88.37
0.618 87.45
0.500 87.16
0.382 86.87
LOW 85.95
0.618 84.45
1.000 83.53
1.618 82.03
2.618 79.61
4.250 75.67
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 87.71 88.94
PP 87.44 88.62
S1 87.16 88.31

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

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