NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 29-Oct-2014

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	80.64	81.55	0.91	1.1%	82.39
High	81.66	82.88	1.22	1.5%	83.23
Low	80.36	81.44	1.08	1.3%	80.05
Close	81.42	82.20	0.78	1.0%	81.01
Range	1.30	1.44	0.14	10.8%	3.18
ATR	2.22	2.17	-0.05	-2.5%	0.00
Volume	226,066	283,762	57,696	25.5%	1,578,131

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.49	85.79	82.99
R3	85.05	84.35	82.60
R2	83.61	83.61	82.46
R1	82.91	82.91	82.33	83.26
PP	82.17	82.17	82.17	82.35
S1	81.47	81.47	82.07	81.82
S2	80.73	80.73	81.94
S3	79.29	80.03	81.80
S4	77.85	78.59	81.41

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.97	89.17	82.76
R3	87.79	85.99	81.88
R2	84.61	84.61	81.59
R1	82.81	82.81	81.30	82.12
PP	81.43	81.43	81.43	81.09
S1	79.63	79.63	80.72	78.94
S2	78.25	78.25	80.43
S3	75.07	76.45	80.14
S4	71.89	73.27	79.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.88	79.44	3.44	4.2%	1.70	2.1%	80%	True	False	284,500
10	84.06	79.10	4.96	6.0%	2.20	2.7%	63%	False	False	285,055
20	90.56	79.10	11.46	13.9%	2.40	2.9%	27%	False	False	230,785
40	94.10	79.10	15.00	18.2%	2.11	2.6%	21%	False	False	162,633
60	96.98	79.10	17.88	21.8%	1.87	2.3%	17%	False	False	129,375
80	100.54	79.10	21.44	26.1%	1.74	2.1%	14%	False	False	113,933
100	103.66	79.10	24.56	29.9%	1.60	1.9%	13%	False	False	102,962
120	103.66	79.10	24.56	29.9%	1.48	1.8%	13%	False	False	92,631

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.00
2.618	86.65
1.618	85.21
1.000	84.32
0.618	83.77
HIGH	82.88
0.618	82.33
0.500	82.16
0.382	81.99
LOW	81.44
0.618	80.55
1.000	80.00
1.618	79.11
2.618	77.67
4.250	75.32

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	82.19	81.85
PP	82.17	81.51
S1	82.16	81.16

Download as Excel Spreadsheet

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

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