NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 78.95 80.32 1.37 1.7% 80.70
High 81.10 80.67 -0.43 -0.5% 81.10
Low 78.63 79.70 1.07 1.4% 78.63
Close 80.83 80.42 -0.41 -0.5% 80.42
Range 2.47 0.97 -1.50 -60.7% 2.47
ATR 2.01 1.95 -0.06 -3.1% 0.00
Volume 39,142 38,487 -655 -1.7% 157,636
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 83.17 82.77 80.95
R3 82.20 81.80 80.69
R2 81.23 81.23 80.60
R1 80.83 80.83 80.51 81.03
PP 80.26 80.26 80.26 80.37
S1 79.86 79.86 80.33 80.06
S2 79.29 79.29 80.24
S3 78.32 78.89 80.15
S4 77.35 77.92 79.89
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.46 86.41 81.78
R3 84.99 83.94 81.10
R2 82.52 82.52 80.87
R1 81.47 81.47 80.65 80.76
PP 80.05 80.05 80.05 79.70
S1 79.00 79.00 80.19 78.29
S2 77.58 77.58 79.97
S3 75.11 76.53 79.74
S4 72.64 74.06 79.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.10 78.63 2.47 3.1% 1.76 2.2% 72% False False 31,527
10 83.72 77.59 6.13 7.6% 2.29 2.9% 46% False False 37,417
20 90.62 77.59 13.03 16.2% 2.11 2.6% 22% False False 36,742
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 84.79
2.618 83.21
1.618 82.24
1.000 81.64
0.618 81.27
HIGH 80.67
0.618 80.30
0.500 80.19
0.382 80.07
LOW 79.70
0.618 79.10
1.000 78.73
1.618 78.13
2.618 77.16
4.250 75.58
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 80.34 80.24
PP 80.26 80.05
S1 80.19 79.87

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

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