NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 80.50 80.20 -0.30 -0.4% 83.12
High 80.73 80.81 0.08 0.1% 83.71
Low 79.04 80.11 1.07 1.4% 77.95
Close 79.99 80.47 0.48 0.6% 80.40
Range 1.69 0.70 -0.99 -58.6% 5.76
ATR 1.83 1.75 -0.07 -3.9% 0.00
Volume 4,916 5,390 474 9.6% 41,675
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 82.56 82.22 80.86
R3 81.86 81.52 80.66
R2 81.16 81.16 80.60
R1 80.82 80.82 80.53 80.99
PP 80.46 80.46 80.46 80.55
S1 80.12 80.12 80.41 80.29
S2 79.76 79.76 80.34
S3 79.06 79.42 80.28
S4 78.36 78.72 80.09
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 97.97 94.94 83.57
R3 92.21 89.18 81.98
R2 86.45 86.45 81.46
R1 83.42 83.42 80.93 82.06
PP 80.69 80.69 80.69 80.00
S1 77.66 77.66 79.87 76.30
S2 74.93 74.93 79.34
S3 69.17 71.90 78.82
S4 63.41 66.14 77.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.02 77.95 4.07 5.1% 2.06 2.6% 62% False False 7,623
10 85.91 77.95 7.96 9.9% 2.12 2.6% 32% False False 7,736
20 90.94 77.95 12.99 16.1% 1.79 2.2% 19% False False 7,308
40 93.40 77.95 15.45 19.2% 1.40 1.7% 16% False False 5,079
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 83.79
2.618 82.64
1.618 81.94
1.000 81.51
0.618 81.24
HIGH 80.81
0.618 80.54
0.500 80.46
0.382 80.38
LOW 80.11
0.618 79.68
1.000 79.41
1.618 78.98
2.618 78.28
4.250 77.14
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 80.47 80.52
PP 80.46 80.50
S1 80.46 80.49

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

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