NYMEX Light Sweet Crude Oil Future January 2015

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	81.51	80.88	-0.63	-0.8%	82.00
High	81.55	80.98	-0.57	-0.7%	82.71
Low	80.15	79.20	-0.95	-1.2%	79.66
Close	80.80	80.70	-0.10	-0.1%	80.80
Range	1.40	1.78	0.38	27.1%	3.05
ATR	2.25	2.22	-0.03	-1.5%	0.00
Volume	71,214	60,602	-10,612	-14.9%	337,591

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.63	84.95	81.68
R3	83.85	83.17	81.19
R2	82.07	82.07	81.03
R1	81.39	81.39	80.86	80.84
PP	80.29	80.29	80.29	80.02
S1	79.61	79.61	80.54	79.06
S2	78.51	78.51	80.37
S3	76.73	77.83	80.21
S4	74.95	76.05	79.72

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	79.20	3.51	4.3%	1.99	2.5%	43%	False	True	69,103
10	84.30	78.64	5.66	7.0%	2.53	3.1%	36%	False	False	67,249
20	93.07	78.64	14.43	17.9%	2.50	3.1%	14%	False	False	63,008
40	94.16	78.64	15.52	19.2%	2.07	2.6%	13%	False	False	46,538
60	96.50	78.64	17.86	22.1%	1.74	2.2%	12%	False	False	36,713
80	100.55	78.64	21.91	27.1%	1.59	2.0%	9%	False	False	30,943
100	102.53	78.64	23.89	29.6%	1.45	1.8%	9%	False	False	26,450
120	102.53	78.64	23.89	29.6%	1.31	1.6%	9%	False	False	22,853

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	88.55
2.618	85.64
1.618	83.86
1.000	82.76
0.618	82.08
HIGH	80.98
0.618	80.30
0.500	80.09
0.382	79.88
LOW	79.20
0.618	78.10
1.000	77.42
1.618	76.32
2.618	74.54
4.250	71.64

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	80.50	80.67
PP	80.29	80.63
S1	80.09	80.60

Download as Excel Spreadsheet

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

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