NYMEX Light Sweet Crude Oil Future April 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 78.35 80.75 2.40 3.1% 83.85
High 82.27 81.90 -0.37 -0.4% 83.90
Low 77.71 80.47 2.76 3.6% 77.71
Close 80.48 80.59 0.11 0.1% 80.59
Range 4.56 1.43 -3.13 -68.6% 6.19
ATR 2.00 1.96 -0.04 -2.0% 0.00
Volume 14,073 14,670 597 4.2% 68,138
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.28 84.36 81.38
R3 83.85 82.93 80.98
R2 82.42 82.42 80.85
R1 81.50 81.50 80.72 81.25
PP 80.99 80.99 80.99 80.86
S1 80.07 80.07 80.46 79.82
S2 79.56 79.56 80.33
S3 78.13 78.64 80.20
S4 76.70 77.21 79.80
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.30 96.14 83.99
R3 93.11 89.95 82.29
R2 86.92 86.92 81.72
R1 83.76 83.76 81.16 82.25
PP 80.73 80.73 80.73 79.98
S1 77.57 77.57 80.02 76.06
S2 74.54 74.54 79.46
S3 68.35 71.38 78.89
S4 62.16 65.19 77.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.90 77.71 6.19 7.7% 2.55 3.2% 47% False False 13,627
10 87.50 77.71 9.79 12.1% 2.28 2.8% 29% False False 12,299
20 91.36 77.71 13.65 16.9% 1.93 2.4% 21% False False 10,868
40 93.50 77.71 15.79 19.6% 1.49 1.9% 18% False False 7,611
60 97.06 77.71 19.35 24.0% 1.29 1.6% 15% False False 6,014
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 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.98
2.618 85.64
1.618 84.21
1.000 83.33
0.618 82.78
HIGH 81.90
0.618 81.35
0.500 81.19
0.382 81.02
LOW 80.47
0.618 79.59
1.000 79.04
1.618 78.16
2.618 76.73
4.250 74.39
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 81.19 80.39
PP 80.99 80.19
S1 80.79 79.99

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

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