NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 80.68 78.95 -1.73 -2.1% 83.54
High 80.92 81.10 0.18 0.2% 83.72
Low 78.86 78.63 -0.23 -0.3% 77.59
Close 79.08 80.83 1.75 2.2% 80.26
Range 2.06 2.47 0.41 19.9% 6.13
ATR 1.98 2.01 0.04 1.8% 0.00
Volume 28,037 39,142 11,105 39.6% 216,540
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.60 86.68 82.19
R3 85.13 84.21 81.51
R2 82.66 82.66 81.28
R1 81.74 81.74 81.06 82.20
PP 80.19 80.19 80.19 80.42
S1 79.27 79.27 80.60 79.73
S2 77.72 77.72 80.38
S3 75.25 76.80 80.15
S4 72.78 74.33 79.47
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 81.86 78.63 3.23 4.0% 1.93 2.4% 68% False True 34,606
10 84.00 77.59 6.41 7.9% 2.42 3.0% 51% False False 37,097
20 90.62 77.59 13.03 16.1% 2.10 2.6% 25% False False 36,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.60
2.618 87.57
1.618 85.10
1.000 83.57
0.618 82.63
HIGH 81.10
0.618 80.16
0.500 79.87
0.382 79.57
LOW 78.63
0.618 77.10
1.000 76.16
1.618 74.63
2.618 72.16
4.250 68.13
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 80.51 80.51
PP 80.19 80.19
S1 79.87 79.87

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

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