NYMEX Light Sweet Crude Oil Future January 2015

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	80.35	81.21	0.86	1.1%	82.00
High	81.30	82.57	1.27	1.6%	82.71
Low	80.03	81.13	1.10	1.4%	79.66
Close	81.12	81.96	0.84	1.0%	80.80
Range	1.27	1.44	0.17	13.4%	3.05
ATR	2.15	2.10	-0.05	-2.3%	0.00
Volume	56,096	48,572	-7,524	-13.4%	337,591

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.21	85.52	82.75
R3	84.77	84.08	82.36
R2	83.33	83.33	82.22
R1	82.64	82.64	82.09	82.99
PP	81.89	81.89	81.89	82.06
S1	81.20	81.20	81.83	81.55
S2	80.45	80.45	81.70
S3	79.01	79.76	81.56
S4	77.57	78.32	81.17

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	82.57	79.20	3.37	4.1%	1.65	2.0%	82%	True	False	65,191
10	83.58	78.64	4.94	6.0%	2.16	2.6%	67%	False	False	64,121
20	89.69	78.64	11.05	13.5%	2.33	2.8%	30%	False	False	63,147
40	93.81	78.64	15.17	18.5%	2.02	2.5%	22%	False	False	47,692
60	96.50	78.64	17.86	21.8%	1.75	2.1%	19%	False	False	38,010
80	99.83	78.64	21.19	25.9%	1.61	2.0%	16%	False	False	32,089
100	102.53	78.64	23.89	29.1%	1.46	1.8%	14%	False	False	27,303
120	102.53	78.64	23.89	29.1%	1.32	1.6%	14%	False	False	23,663

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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.69
2.618	86.34
1.618	84.90
1.000	84.01
0.618	83.46
HIGH	82.57
0.618	82.02
0.500	81.85
0.382	81.68
LOW	81.13
0.618	80.24
1.000	79.69
1.618	78.80
2.618	77.36
4.250	75.01

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	81.92	81.60
PP	81.89	81.24
S1	81.85	80.89

Download as Excel Spreadsheet

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

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