NYMEX Light Sweet Crude Oil Future December 2014

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	81.93	81.04	-0.89	-1.1%	81.27
High	82.09	81.27	-0.82	-1.0%	82.88
Low	80.72	79.55	-1.17	-1.4%	79.44
Close	81.12	80.54	-0.58	-0.7%	80.54
Range	1.37	1.72	0.35	25.5%	3.44
ATR	2.12	2.09	-0.03	-1.3%	0.00
Volume	270,072	294,183	24,111	8.9%	1,359,410

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.61	84.80	81.49
R3	83.89	83.08	81.01
R2	82.17	82.17	80.86
R1	81.36	81.36	80.70	80.91
PP	80.45	80.45	80.45	80.23
S1	79.64	79.64	80.38	79.19
S2	78.73	78.73	80.22
S3	77.01	77.92	80.07
S4	75.29	76.20	79.59

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.27	89.35	82.43
R3	87.83	85.91	81.49
R2	84.39	84.39	81.17
R1	82.47	82.47	80.86	81.71
PP	80.95	80.95	80.95	80.58
S1	79.03	79.03	80.22	78.27
S2	77.51	77.51	79.91
S3	74.07	75.59	79.59
S4	70.63	72.15	78.65

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	4.3%	1.54	1.9%	32%	False	False	271,882
10	83.23	79.44	3.79	4.7%	1.81	2.2%	29%	False	False	293,754
20	89.72	79.10	10.62	13.2%	2.28	2.8%	14%	False	False	241,696
40	93.82	79.10	14.72	18.3%	2.12	2.6%	10%	False	False	172,936
60	96.98	79.10	17.88	22.2%	1.88	2.3%	8%	False	False	136,583
80	100.35	79.10	21.25	26.4%	1.74	2.2%	7%	False	False	119,421
100	103.66	79.10	24.56	30.5%	1.61	2.0%	6%	False	False	107,289
120	103.66	79.10	24.56	30.5%	1.48	1.8%	6%	False	False	96,774

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.24
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.58
2.618	85.77
1.618	84.05
1.000	82.99
0.618	82.33
HIGH	81.27
0.618	80.61
0.500	80.41
0.382	80.21
LOW	79.55
0.618	78.49
1.000	77.83
1.618	76.77
2.618	75.05
4.250	72.24

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	80.50	81.22
PP	80.45	80.99
S1	80.41	80.77

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols