NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 80.63 79.06 -1.57 -1.9% 86.78
High 80.63 82.58 1.95 2.4% 87.93
Low 78.27 77.89 -0.38 -0.5% 81.96
Close 79.49 80.76 1.27 1.6% 84.24
Range 2.36 4.69 2.33 98.7% 5.97
ATR 1.97 2.16 0.19 9.9% 0.00
Volume 50,798 49,319 -1,479 -2.9% 178,761
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.48 92.31 83.34
R3 89.79 87.62 82.05
R2 85.10 85.10 81.62
R1 82.93 82.93 81.19 84.02
PP 80.41 80.41 80.41 80.95
S1 78.24 78.24 80.33 79.33
S2 75.72 75.72 79.90
S3 71.03 73.55 79.47
S4 66.34 68.86 78.18
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 84.51 77.89 6.62 8.2% 2.98 3.7% 43% False True 42,344
10 88.45 77.89 10.56 13.1% 2.54 3.1% 27% False True 41,083
20 91.92 77.89 14.03 17.4% 2.05 2.5% 20% False True 34,296
40 93.80 77.89 15.91 19.7% 1.64 2.0% 18% False True 24,946
60 97.98 77.89 20.09 24.9% 1.42 1.8% 14% False True 20,030
80 100.52 77.89 22.63 28.0% 1.29 1.6% 13% False True 17,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 102.51
2.618 94.86
1.618 90.17
1.000 87.27
0.618 85.48
HIGH 82.58
0.618 80.79
0.500 80.24
0.382 79.68
LOW 77.89
0.618 74.99
1.000 73.20
1.618 70.30
2.618 65.61
4.250 57.96
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 80.59 80.75
PP 80.41 80.74
S1 80.24 80.73

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

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