NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 83.90 83.15 -0.75 -0.9% 86.78
High 84.10 83.57 -0.53 -0.6% 87.93
Low 82.64 79.71 -2.93 -3.5% 81.96
Close 84.01 80.16 -3.85 -4.6% 84.24
Range 1.46 3.86 2.40 164.4% 5.97
ATR 1.76 1.94 0.18 10.3% 0.00
Volume 41,961 31,811 -10,150 -24.2% 178,761
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.73 90.30 82.28
R3 88.87 86.44 81.22
R2 85.01 85.01 80.87
R1 82.58 82.58 80.51 81.87
PP 81.15 81.15 81.15 80.79
S1 78.72 78.72 79.81 78.01
S2 77.29 77.29 79.45
S3 73.43 74.86 79.10
S4 69.57 71.00 78.04
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 102.62 99.40 87.52
R3 96.65 93.43 85.88
R2 90.68 90.68 85.33
R1 87.46 87.46 84.79 86.09
PP 84.71 84.71 84.71 84.02
S1 81.49 81.49 83.69 80.12
S2 78.74 78.74 83.15
S3 72.77 75.52 82.60
S4 66.80 69.55 80.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.49 79.71 6.78 8.5% 2.60 3.2% 7% False True 38,982
10 90.26 79.71 10.55 13.2% 2.30 2.9% 4% False True 39,376
20 92.27 79.71 12.56 15.7% 1.82 2.3% 4% False True 31,056
40 93.80 79.71 14.09 17.6% 1.50 1.9% 3% False True 22,949
60 98.02 79.71 18.31 22.8% 1.34 1.7% 2% False True 18,685
80 100.52 79.71 20.81 26.0% 1.22 1.5% 2% False True 16,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 87 trading days
Fibonacci Retracements and Extensions
4.250 99.98
2.618 93.68
1.618 89.82
1.000 87.43
0.618 85.96
HIGH 83.57
0.618 82.10
0.500 81.64
0.382 81.18
LOW 79.71
0.618 77.32
1.000 75.85
1.618 73.46
2.618 69.60
4.250 63.31
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 81.64 82.11
PP 81.15 81.46
S1 80.65 80.81

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

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