NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 81.16 80.22 -0.94 -1.2% 80.32
High 81.16 80.23 -0.93 -1.1% 81.93
Low 80.16 78.99 -1.17 -1.5% 78.99
Close 80.52 80.23 -0.29 -0.4% 80.23
Range 1.00 1.24 0.24 24.0% 2.94
ATR 1.63 1.63 -0.01 -0.5% 0.00
Volume 9,605 5,648 -3,957 -41.2% 31,571
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 83.54 83.12 80.91
R3 82.30 81.88 80.57
R2 81.06 81.06 80.46
R1 80.64 80.64 80.34 80.85
PP 79.82 79.82 79.82 79.92
S1 79.40 79.40 80.12 79.61
S2 78.58 78.58 80.00
S3 77.34 78.16 79.89
S4 76.10 76.92 79.55
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.20 87.66 81.85
R3 86.26 84.72 81.04
R2 83.32 83.32 80.77
R1 81.78 81.78 80.50 81.08
PP 80.38 80.38 80.38 80.04
S1 78.84 78.84 79.96 78.14
S2 77.44 77.44 79.69
S3 74.50 75.90 79.42
S4 71.56 72.96 78.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.93 78.99 2.94 3.7% 1.05 1.3% 42% False True 6,314
10 81.93 78.93 3.00 3.7% 1.30 1.6% 43% False False 6,788
20 86.90 77.95 8.95 11.2% 1.70 2.1% 25% False False 7,295
40 91.92 77.95 13.97 17.4% 1.47 1.8% 16% False False 6,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.50
2.618 83.48
1.618 82.24
1.000 81.47
0.618 81.00
HIGH 80.23
0.618 79.76
0.500 79.61
0.382 79.46
LOW 78.99
0.618 78.22
1.000 77.75
1.618 76.98
2.618 75.74
4.250 73.72
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 80.02 80.46
PP 79.82 80.38
S1 79.61 80.31

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

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