NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 81.63 80.81 -0.82 -1.0% 84.04
High 81.79 82.17 0.38 0.5% 84.34
Low 79.85 80.60 0.75 0.9% 78.25
Close 80.90 81.47 0.57 0.7% 81.21
Range 1.94 1.57 -0.37 -19.1% 6.09
ATR 2.19 2.14 -0.04 -2.0% 0.00
Volume 24,028 23,292 -736 -3.1% 159,287
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.12 85.37 82.33
R3 84.55 83.80 81.90
R2 82.98 82.98 81.76
R1 82.23 82.23 81.61 82.61
PP 81.41 81.41 81.41 81.60
S1 80.66 80.66 81.33 81.04
S2 79.84 79.84 81.18
S3 78.27 79.09 81.04
S4 76.70 77.52 80.61
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 82.97 78.25 4.72 5.8% 2.49 3.1% 68% False False 31,669
10 86.87 78.25 8.62 10.6% 2.56 3.1% 37% False False 29,305
20 92.47 78.25 14.22 17.5% 2.23 2.7% 23% False False 26,289
40 93.83 78.25 15.58 19.1% 1.80 2.2% 21% False False 19,754
60 97.63 78.25 19.38 23.8% 1.56 1.9% 17% False False 15,346
80 101.11 78.25 22.86 28.1% 1.40 1.7% 14% False False 12,808
100 101.33 78.25 23.08 28.3% 1.25 1.5% 14% False False 10,833
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.84
2.618 86.28
1.618 84.71
1.000 83.74
0.618 83.14
HIGH 82.17
0.618 81.57
0.500 81.39
0.382 81.20
LOW 80.60
0.618 79.63
1.000 79.03
1.618 78.06
2.618 76.49
4.250 73.93
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 81.44 81.43
PP 81.41 81.40
S1 81.39 81.36

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

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