NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 79.75 80.68 0.93 1.2% 83.54
High 80.83 80.92 0.09 0.1% 83.72
Low 79.46 78.86 -0.60 -0.8% 77.59
Close 80.27 79.08 -1.19 -1.5% 80.26
Range 1.37 2.06 0.69 50.4% 6.13
ATR 1.97 1.98 0.01 0.3% 0.00
Volume 26,033 28,037 2,004 7.7% 216,540
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.80 84.50 80.21
R3 83.74 82.44 79.65
R2 81.68 81.68 79.46
R1 80.38 80.38 79.27 80.00
PP 79.62 79.62 79.62 79.43
S1 78.32 78.32 78.89 77.94
S2 77.56 77.56 78.70
S3 75.50 76.26 78.51
S4 73.44 74.20 77.95
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 98.91 95.72 83.63
R3 92.78 89.59 81.95
R2 86.65 86.65 81.38
R1 83.46 83.46 80.82 81.99
PP 80.52 80.52 80.52 79.79
S1 77.33 77.33 79.70 75.86
S2 74.39 74.39 79.14
S3 68.26 71.20 78.57
S4 62.13 65.07 76.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.17 77.59 4.58 5.8% 2.35 3.0% 33% False False 37,045
10 85.49 77.59 7.90 10.0% 2.49 3.1% 19% False False 37,445
20 90.62 77.59 13.03 16.5% 2.03 2.6% 11% False False 35,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.68
2.618 86.31
1.618 84.25
1.000 82.98
0.618 82.19
HIGH 80.92
0.618 80.13
0.500 79.89
0.382 79.65
LOW 78.86
0.618 77.59
1.000 76.80
1.618 75.53
2.618 73.47
4.250 70.11
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 79.89 79.89
PP 79.62 79.62
S1 79.35 79.35

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

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