NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 82.72 80.36 -2.36 -2.9% 85.74
High 83.25 80.40 -2.85 -3.4% 86.88
Low 79.29 78.04 -1.25 -1.6% 81.72
Close 79.83 78.99 -0.84 -1.1% 83.83
Range 3.96 2.36 -1.60 -40.4% 5.16
ATR 1.81 1.85 0.04 2.2% 0.00
Volume 29,145 52,602 23,457 80.5% 177,982
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.22 84.97 80.29
R3 83.86 82.61 79.64
R2 81.50 81.50 79.42
R1 80.25 80.25 79.21 79.70
PP 79.14 79.14 79.14 78.87
S1 77.89 77.89 78.77 77.34
S2 76.78 76.78 78.56
S3 74.42 75.53 78.34
S4 72.06 73.17 77.69
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.62 96.89 86.67
R3 94.46 91.73 85.25
R2 89.30 89.30 84.78
R1 86.57 86.57 84.30 85.36
PP 84.14 84.14 84.14 83.54
S1 81.41 81.41 83.36 80.20
S2 78.98 78.98 82.88
S3 73.82 76.25 82.41
S4 68.66 71.09 80.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.49 78.04 7.45 9.4% 2.62 3.3% 13% False True 37,845
10 87.42 78.04 9.38 11.9% 2.16 2.7% 10% False True 37,952
20 91.35 78.04 13.31 16.9% 1.72 2.2% 7% False True 30,806
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.43
2.618 86.58
1.618 84.22
1.000 82.76
0.618 81.86
HIGH 80.40
0.618 79.50
0.500 79.22
0.382 78.94
LOW 78.04
0.618 76.58
1.000 75.68
1.618 74.22
2.618 71.86
4.250 68.01
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 79.22 80.88
PP 79.14 80.25
S1 79.07 79.62

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

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