NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 80.07 81.51 1.44 1.8% 82.00
High 82.00 81.55 -0.45 -0.5% 82.71
Low 79.66 80.15 0.49 0.6% 79.66
Close 81.75 80.80 -0.95 -1.2% 80.80
Range 2.34 1.40 -0.94 -40.2% 3.05
ATR 2.30 2.25 -0.05 -2.2% 0.00
Volume 89,475 71,214 -18,261 -20.4% 337,591
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.03 84.32 81.57
R3 83.63 82.92 81.19
R2 82.23 82.23 81.06
R1 81.52 81.52 80.93 81.18
PP 80.83 80.83 80.83 80.66
S1 80.12 80.12 80.67 79.78
S2 79.43 79.43 80.54
S3 78.03 78.72 80.42
S4 76.63 77.32 80.03
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.21 88.55 82.48
R3 87.16 85.50 81.64
R2 84.11 84.11 81.36
R1 82.45 82.45 81.08 81.76
PP 81.06 81.06 81.06 80.71
S1 79.40 79.40 80.52 78.71
S2 78.01 78.01 80.24
S3 74.96 76.35 79.96
S4 71.91 73.30 79.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.71 79.66 3.05 3.8% 2.03 2.5% 37% False False 67,518
10 84.67 78.64 6.03 7.5% 2.51 3.1% 36% False False 67,065
20 93.07 78.64 14.43 17.9% 2.48 3.1% 15% False False 61,841
40 94.16 78.64 15.52 19.2% 2.04 2.5% 14% False False 45,587
60 96.50 78.64 17.86 22.1% 1.73 2.1% 12% False False 35,992
80 100.63 78.64 21.99 27.2% 1.58 2.0% 10% False False 30,282
100 102.53 78.64 23.89 29.6% 1.44 1.8% 9% False False 26,016
120 102.53 78.64 23.89 29.6% 1.30 1.6% 9% False False 22,380
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 87.50
2.618 85.22
1.618 83.82
1.000 82.95
0.618 82.42
HIGH 81.55
0.618 81.02
0.500 80.85
0.382 80.68
LOW 80.15
0.618 79.28
1.000 78.75
1.618 77.88
2.618 76.48
4.250 74.20
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 80.85 81.15
PP 80.83 81.03
S1 80.82 80.92

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

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