NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 87.79 86.41 -1.38 -1.6% 90.80
High 87.79 86.49 -1.30 -1.5% 91.92
Low 86.36 84.89 -1.47 -1.7% 85.95
Close 86.73 85.66 -1.07 -1.2% 86.78
Range 1.43 1.60 0.17 11.9% 5.97
ATR 1.55 1.57 0.02 1.4% 0.00
Volume 26,343 40,413 14,070 53.4% 189,341
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.48 89.67 86.54
R3 88.88 88.07 86.10
R2 87.28 87.28 85.95
R1 86.47 86.47 85.81 86.08
PP 85.68 85.68 85.68 85.48
S1 84.87 84.87 85.51 84.48
S2 84.08 84.08 85.37
S3 82.48 83.27 85.22
S4 80.88 81.67 84.78
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 106.13 102.42 90.06
R3 100.16 96.45 88.42
R2 94.19 94.19 87.87
R1 90.48 90.48 87.33 89.35
PP 88.22 88.22 88.22 87.65
S1 84.51 84.51 86.23 83.38
S2 82.25 82.25 85.69
S3 76.28 78.54 85.14
S4 70.31 72.57 83.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.45 84.89 3.56 4.2% 1.87 2.2% 22% False True 39,721
10 91.92 84.89 7.03 8.2% 1.81 2.1% 11% False True 35,693
20 92.32 84.89 7.43 8.7% 1.59 1.9% 10% False True 28,084
40 95.10 84.89 10.21 11.9% 1.36 1.6% 8% False True 20,133
60 98.02 84.89 13.13 15.3% 1.21 1.4% 6% False True 16,954
80 100.52 84.89 15.63 18.2% 1.11 1.3% 5% False True 14,505
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.29
2.618 90.68
1.618 89.08
1.000 88.09
0.618 87.48
HIGH 86.49
0.618 85.88
0.500 85.69
0.382 85.50
LOW 84.89
0.618 83.90
1.000 83.29
1.618 82.30
2.618 80.70
4.250 78.09
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 85.69 86.41
PP 85.68 86.16
S1 85.67 85.91

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

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