NYMEX Light Sweet Crude Oil Future April 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 88.92 87.99 -0.93 -1.0% 90.46
High 89.72 88.00 -1.72 -1.9% 91.05
Low 87.77 85.62 -2.15 -2.4% 89.28
Close 87.99 87.56 -0.43 -0.5% 90.87
Range 1.95 2.38 0.43 22.1% 1.77
ATR 1.30 1.38 0.08 5.9% 0.00
Volume 11,097 16,016 4,919 44.3% 35,694
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.20 93.26 88.87
R3 91.82 90.88 88.21
R2 89.44 89.44 88.00
R1 88.50 88.50 87.78 87.78
PP 87.06 87.06 87.06 86.70
S1 86.12 86.12 87.34 85.40
S2 84.68 84.68 87.12
S3 82.30 83.74 86.91
S4 79.92 81.36 86.25
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.71 95.06 91.84
R3 93.94 93.29 91.36
R2 92.17 92.17 91.19
R1 91.52 91.52 91.03 91.85
PP 90.40 90.40 90.40 90.56
S1 89.75 89.75 90.71 90.08
S2 88.63 88.63 90.55
S3 86.86 87.98 90.38
S4 85.09 86.21 89.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.36 85.62 5.74 6.6% 1.85 2.1% 34% False True 10,683
10 91.36 85.62 5.74 6.6% 1.46 1.7% 34% False True 8,221
20 93.03 85.62 7.41 8.5% 1.36 1.6% 26% False True 6,548
40 95.01 85.62 9.39 10.7% 1.12 1.3% 21% False True 4,925
60 97.89 85.62 12.27 14.0% 1.04 1.2% 16% False True 4,220
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.12
2.618 94.23
1.618 91.85
1.000 90.38
0.618 89.47
HIGH 88.00
0.618 87.09
0.500 86.81
0.382 86.53
LOW 85.62
0.618 84.15
1.000 83.24
1.618 81.77
2.618 79.39
4.250 75.51
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 87.31 88.49
PP 87.06 88.18
S1 86.81 87.87

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

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