NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 79.06 81.10 2.04 2.6% 83.90
High 82.58 82.50 -0.08 -0.1% 84.10
Low 77.89 80.60 2.71 3.5% 77.89
Close 80.76 80.87 0.11 0.1% 80.87
Range 4.69 1.90 -2.79 -59.5% 6.21
ATR 2.16 2.14 -0.02 -0.9% 0.00
Volume 49,319 48,413 -906 -1.8% 222,302
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.02 85.85 81.92
R3 85.12 83.95 81.39
R2 83.22 83.22 81.22
R1 82.05 82.05 81.04 81.69
PP 81.32 81.32 81.32 81.14
S1 80.15 80.15 80.70 79.79
S2 79.42 79.42 80.52
S3 77.52 78.25 80.35
S4 75.62 76.35 79.83
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.58 96.44 84.29
R3 93.37 90.23 82.58
R2 87.16 87.16 82.01
R1 84.02 84.02 81.44 82.49
PP 80.95 80.95 80.95 80.19
S1 77.81 77.81 80.30 76.28
S2 74.74 74.74 79.73
S3 68.53 71.60 79.16
S4 62.32 65.39 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.10 77.89 6.21 7.7% 2.85 3.5% 48% False False 44,460
10 87.93 77.89 10.04 12.4% 2.52 3.1% 30% False False 40,106
20 91.92 77.89 14.03 17.3% 2.11 2.6% 21% False False 35,861
40 93.80 77.89 15.91 19.7% 1.65 2.0% 19% False False 25,954
60 97.66 77.89 19.77 24.4% 1.44 1.8% 15% False False 20,618
80 100.36 77.89 22.47 27.8% 1.30 1.6% 13% False False 17,666
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.58
2.618 87.47
1.618 85.57
1.000 84.40
0.618 83.67
HIGH 82.50
0.618 81.77
0.500 81.55
0.382 81.33
LOW 80.60
0.618 79.43
1.000 78.70
1.618 77.53
2.618 75.63
4.250 72.53
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 81.55 80.66
PP 81.32 80.45
S1 81.10 80.24

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

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