NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 86.50 85.91 -0.59 -0.7% 90.19
High 86.50 85.91 -0.59 -0.7% 90.94
Low 85.86 84.66 -1.20 -1.4% 85.35
Close 86.12 85.24 -0.88 -1.0% 86.02
Range 0.64 1.25 0.61 95.3% 5.59
ATR 1.28 1.30 0.01 1.0% 0.00
Volume 4,516 9,326 4,810 106.5% 37,083
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.02 88.38 85.93
R3 87.77 87.13 85.58
R2 86.52 86.52 85.47
R1 85.88 85.88 85.35 85.58
PP 85.27 85.27 85.27 85.12
S1 84.63 84.63 85.13 84.33
S2 84.02 84.02 85.01
S3 82.77 83.38 84.90
S4 81.52 82.13 84.55
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 104.21 100.70 89.09
R3 98.62 95.11 87.56
R2 93.03 93.03 87.04
R1 89.52 89.52 86.53 88.48
PP 87.44 87.44 87.44 86.92
S1 83.93 83.93 85.51 82.89
S2 81.85 81.85 85.00
S3 76.26 78.34 84.48
S4 70.67 72.75 82.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.69 84.66 3.03 3.6% 1.48 1.7% 19% False True 7,993
10 90.94 84.66 6.28 7.4% 1.46 1.7% 9% False True 7,298
20 91.81 84.66 7.15 8.4% 1.25 1.5% 8% False True 5,333
40 94.48 84.66 9.82 11.5% 1.08 1.3% 6% False True 3,870
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.22
2.618 89.18
1.618 87.93
1.000 87.16
0.618 86.68
HIGH 85.91
0.618 85.43
0.500 85.29
0.382 85.14
LOW 84.66
0.618 83.89
1.000 83.41
1.618 82.64
2.618 81.39
4.250 79.35
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 85.29 85.78
PP 85.27 85.60
S1 85.26 85.42

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

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