NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 80.90 81.27 0.37 0.5% 80.96
High 82.03 81.27 -0.76 -0.9% 81.43
Low 80.90 80.33 -0.57 -0.7% 78.88
Close 81.55 80.56 -0.99 -1.2% 80.47
Range 1.13 0.94 -0.19 -16.8% 2.55
ATR 1.81 1.77 -0.04 -2.3% 0.00
Volume 9,486 12,389 2,903 30.6% 60,938
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 83.54 82.99 81.08
R3 82.60 82.05 80.82
R2 81.66 81.66 80.73
R1 81.11 81.11 80.65 80.92
PP 80.72 80.72 80.72 80.62
S1 80.17 80.17 80.47 79.98
S2 79.78 79.78 80.39
S3 78.84 79.23 80.30
S4 77.90 78.29 80.04
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.91 86.74 81.87
R3 85.36 84.19 81.17
R2 82.81 82.81 80.94
R1 81.64 81.64 80.70 80.95
PP 80.26 80.26 80.26 79.92
S1 79.09 79.09 80.24 78.40
S2 77.71 77.71 80.00
S3 75.16 76.54 79.77
S4 72.61 73.99 79.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.03 78.87 3.16 3.9% 1.12 1.4% 53% False False 11,464
10 82.03 78.87 3.16 3.9% 1.53 1.9% 53% False False 11,528
20 87.98 77.71 10.27 12.7% 1.94 2.4% 28% False False 11,980
40 93.03 77.71 15.32 19.0% 1.65 2.0% 19% False False 9,264
60 95.01 77.71 17.30 21.5% 1.39 1.7% 16% False False 7,277
80 97.89 77.71 20.18 25.0% 1.26 1.6% 14% False False 6,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 85.27
2.618 83.73
1.618 82.79
1.000 82.21
0.618 81.85
HIGH 81.27
0.618 80.91
0.500 80.80
0.382 80.69
LOW 80.33
0.618 79.75
1.000 79.39
1.618 78.81
2.618 77.87
4.250 76.34
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 80.80 80.88
PP 80.72 80.77
S1 80.64 80.67

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

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