NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 80.69 81.09 0.40 0.5% 80.70
High 81.92 81.21 -0.71 -0.9% 81.10
Low 80.68 80.16 -0.52 -0.6% 78.63
Close 81.39 80.51 -0.88 -1.1% 80.42
Range 1.24 1.05 -0.19 -15.3% 2.47
ATR 1.83 1.79 -0.04 -2.3% 0.00
Volume 19,270 32,401 13,131 68.1% 157,636
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 83.78 83.19 81.09
R3 82.73 82.14 80.80
R2 81.68 81.68 80.70
R1 81.09 81.09 80.61 80.86
PP 80.63 80.63 80.63 80.51
S1 80.04 80.04 80.41 79.81
S2 79.58 79.58 80.32
S3 78.53 78.99 80.22
S4 77.48 77.94 79.93
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 81.92 78.83 3.09 3.8% 1.22 1.5% 54% False False 29,538
10 81.92 78.63 3.29 4.1% 1.57 2.0% 57% False False 32,072
20 87.40 77.59 9.81 12.2% 1.98 2.5% 30% False False 35,621
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.67
2.618 83.96
1.618 82.91
1.000 82.26
0.618 81.86
HIGH 81.21
0.618 80.81
0.500 80.69
0.382 80.56
LOW 80.16
0.618 79.51
1.000 79.11
1.618 78.46
2.618 77.41
4.250 75.70
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 80.69 80.77
PP 80.63 80.68
S1 80.57 80.60

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

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