NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 80.75 80.96 0.21 0.3% 83.85
High 81.90 81.11 -0.79 -1.0% 83.90
Low 80.47 79.18 -1.29 -1.6% 77.71
Close 80.59 80.19 -0.40 -0.5% 80.59
Range 1.43 1.93 0.50 35.0% 6.19
ATR 1.96 1.96 0.00 -0.1% 0.00
Volume 14,670 9,303 -5,367 -36.6% 68,138
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.95 85.00 81.25
R3 84.02 83.07 80.72
R2 82.09 82.09 80.54
R1 81.14 81.14 80.37 80.65
PP 80.16 80.16 80.16 79.92
S1 79.21 79.21 80.01 78.72
S2 78.23 78.23 79.84
S3 76.30 77.28 79.66
S4 74.37 75.35 79.13
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 83.28 77.71 5.57 6.9% 2.69 3.3% 45% False False 13,229
10 87.30 77.71 9.59 12.0% 2.30 2.9% 26% False False 12,492
20 91.36 77.71 13.65 17.0% 1.97 2.5% 18% False False 11,172
40 93.50 77.71 15.79 19.7% 1.53 1.9% 16% False False 7,752
60 96.85 77.71 19.14 23.9% 1.31 1.6% 13% False False 6,104
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.31
2.618 86.16
1.618 84.23
1.000 83.04
0.618 82.30
HIGH 81.11
0.618 80.37
0.500 80.15
0.382 79.92
LOW 79.18
0.618 77.99
1.000 77.25
1.618 76.06
2.618 74.13
4.250 70.98
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 80.18 80.12
PP 80.16 80.06
S1 80.15 79.99

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

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