NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 79.80 81.89 2.09 2.6% 84.47
High 83.58 83.28 -0.30 -0.4% 84.67
Low 78.64 81.30 2.66 3.4% 78.64
Close 81.50 81.62 0.12 0.1% 81.62
Range 4.94 1.98 -2.96 -59.9% 6.03
ATR 2.36 2.33 -0.03 -1.1% 0.00
Volume 68,343 70,007 1,664 2.4% 333,063
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 88.01 86.79 82.71
R3 86.03 84.81 82.16
R2 84.05 84.05 81.98
R1 82.83 82.83 81.80 82.45
PP 82.07 82.07 82.07 81.88
S1 80.85 80.85 81.44 80.47
S2 80.09 80.09 81.26
S3 78.11 78.87 81.08
S4 76.13 76.89 80.53
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.73 96.71 84.94
R3 93.70 90.68 83.28
R2 87.67 87.67 82.73
R1 84.65 84.65 82.17 83.15
PP 81.64 81.64 81.64 80.89
S1 78.62 78.62 81.07 77.12
S2 75.61 75.61 80.51
S3 69.58 72.59 79.96
S4 63.55 66.56 78.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.67 78.64 6.03 7.4% 2.99 3.7% 49% False False 66,612
10 89.01 78.64 10.37 12.7% 2.68 3.3% 29% False False 62,796
20 93.07 78.64 14.43 17.7% 2.33 2.9% 21% False False 53,358
40 94.16 78.64 15.52 19.0% 1.89 2.3% 19% False False 39,128
60 98.82 78.64 20.18 24.7% 1.66 2.0% 15% False False 31,374
80 102.15 78.64 23.51 28.8% 1.51 1.8% 13% False False 26,592
100 102.53 78.64 23.89 29.3% 1.37 1.7% 12% False False 22,871
120 102.53 78.64 23.89 29.3% 1.25 1.5% 12% False False 19,716
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.70
2.618 88.46
1.618 86.48
1.000 85.26
0.618 84.50
HIGH 83.28
0.618 82.52
0.500 82.29
0.382 82.06
LOW 81.30
0.618 80.08
1.000 79.32
1.618 78.10
2.618 76.12
4.250 72.89
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 82.29 81.45
PP 82.07 81.28
S1 81.84 81.11

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

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