NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 08-Oct-2014
Day Change Summary
Previous Current
07-Oct-2014 08-Oct-2014 Change Change % Previous Week
Open 89.45 87.63 -1.82 -2.0% 92.51
High 89.53 87.78 -1.75 -2.0% 93.82
Low 87.53 86.01 -1.52 -1.7% 87.22
Close 87.98 86.59 -1.39 -1.6% 88.67
Range 2.00 1.77 -0.23 -11.5% 6.60
ATR 1.94 1.94 0.00 0.1% 0.00
Volume 105,377 182,842 77,465 73.5% 731,871
Daily Pivots for day following 08-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.10 91.12 87.56
R3 90.33 89.35 87.08
R2 88.56 88.56 86.91
R1 87.58 87.58 86.75 87.19
PP 86.79 86.79 86.79 86.60
S1 85.81 85.81 86.43 85.42
S2 85.02 85.02 86.27
S3 83.25 84.04 86.10
S4 81.48 82.27 85.62
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 109.70 105.79 92.30
R3 103.10 99.19 90.49
R2 96.50 96.50 89.88
R1 92.59 92.59 89.28 91.25
PP 89.90 89.90 89.90 89.23
S1 85.99 85.99 88.07 84.65
S2 83.30 83.30 87.46
S3 76.70 79.39 86.86
S4 70.10 72.79 85.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.56 86.01 4.55 5.3% 2.23 2.6% 13% False True 153,459
10 93.82 86.01 7.81 9.0% 2.20 2.5% 7% False True 137,587
20 93.82 86.01 7.81 9.0% 2.00 2.3% 7% False True 113,438
40 96.02 86.01 10.01 11.6% 1.74 2.0% 6% False True 90,350
60 100.35 86.01 14.34 16.6% 1.57 1.8% 4% False True 82,255
80 103.66 86.01 17.65 20.4% 1.47 1.7% 3% False True 76,170
100 103.66 86.01 17.65 20.4% 1.36 1.6% 3% False True 70,554
120 103.66 86.01 17.65 20.4% 1.30 1.5% 3% False True 65,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.52
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.30
2.618 92.41
1.618 90.64
1.000 89.55
0.618 88.87
HIGH 87.78
0.618 87.10
0.500 86.90
0.382 86.69
LOW 86.01
0.618 84.92
1.000 84.24
1.618 83.15
2.618 81.38
4.250 78.49
Fisher Pivots for day following 08-Oct-2014
Pivot 1 day 3 day
R1 86.90 87.87
PP 86.79 87.44
S1 86.69 87.02

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

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