NYMEX Light Sweet Crude Oil Future February 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 79.42 81.40 1.98 2.5% 84.04
High 82.97 82.87 -0.10 -0.1% 84.34
Low 78.25 80.93 2.68 3.4% 78.25
Close 81.09 81.21 0.12 0.1% 81.21
Range 4.72 1.94 -2.78 -58.9% 6.09
ATR 2.22 2.20 -0.02 -0.9% 0.00
Volume 38,398 32,243 -6,155 -16.0% 159,287
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.49 86.29 82.28
R3 85.55 84.35 81.74
R2 83.61 83.61 81.57
R1 82.41 82.41 81.39 82.04
PP 81.67 81.67 81.67 81.49
S1 80.47 80.47 81.03 80.10
S2 79.73 79.73 80.85
S3 77.79 78.53 80.68
S4 75.85 76.59 80.14
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.54 96.46 84.56
R3 93.45 90.37 82.88
R2 87.36 87.36 82.33
R1 84.28 84.28 81.77 82.78
PP 81.27 81.27 81.27 80.51
S1 78.19 78.19 80.65 76.69
S2 75.18 75.18 80.09
S3 69.09 72.10 79.54
S4 63.00 66.01 77.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.34 78.25 6.09 7.5% 2.84 3.5% 49% False False 31,857
10 88.34 78.25 10.09 12.4% 2.54 3.1% 29% False False 28,746
20 92.47 78.25 14.22 17.5% 2.18 2.7% 21% False False 25,039
40 93.83 78.25 15.58 19.2% 1.75 2.2% 19% False False 19,082
60 98.21 78.25 19.96 24.6% 1.53 1.9% 15% False False 14,781
80 101.17 78.25 22.92 28.2% 1.37 1.7% 13% False False 12,313
100 101.33 78.25 23.08 28.4% 1.22 1.5% 13% False False 10,389
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 91.12
2.618 87.95
1.618 86.01
1.000 84.81
0.618 84.07
HIGH 82.87
0.618 82.13
0.500 81.90
0.382 81.67
LOW 80.93
0.618 79.73
1.000 78.99
1.618 77.79
2.618 75.85
4.250 72.69
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 81.90 81.01
PP 81.67 80.81
S1 81.44 80.61

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

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