NYMEX Light Sweet Crude Oil Future February 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 81.21 80.75 -0.46 -0.6% 81.63
High 81.27 80.79 -0.48 -0.6% 82.17
Low 79.99 79.05 -0.94 -1.2% 79.35
Close 80.64 80.48 -0.16 -0.2% 80.64
Range 1.28 1.74 0.46 35.9% 2.82
ATR 2.13 2.10 -0.03 -1.3% 0.00
Volume 27,600 25,818 -1,782 -6.5% 133,157
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 85.33 84.64 81.44
R3 83.59 82.90 80.96
R2 81.85 81.85 80.80
R1 81.16 81.16 80.64 80.64
PP 80.11 80.11 80.11 79.84
S1 79.42 79.42 80.32 78.90
S2 78.37 78.37 80.16
S3 76.63 77.68 80.00
S4 74.89 75.94 79.52
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.18 87.73 82.19
R3 86.36 84.91 81.42
R2 83.54 83.54 81.16
R1 82.09 82.09 80.90 81.41
PP 80.72 80.72 80.72 80.38
S1 79.27 79.27 80.38 78.59
S2 77.90 77.90 80.12
S3 75.08 76.45 79.86
S4 72.26 73.63 79.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.17 79.05 3.12 3.9% 1.88 2.3% 46% False True 26,989
10 83.73 78.25 5.48 6.8% 2.40 3.0% 41% False False 29,159
20 92.47 78.25 14.22 17.7% 2.36 2.9% 16% False False 28,328
40 93.81 78.25 15.56 19.3% 1.92 2.4% 14% False False 21,825
60 95.94 78.25 17.69 22.0% 1.61 2.0% 13% False False 16,845
80 99.76 78.25 21.51 26.7% 1.46 1.8% 10% False False 14,029
100 101.33 78.25 23.08 28.7% 1.30 1.6% 10% False False 11,889
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.19
2.618 85.35
1.618 83.61
1.000 82.53
0.618 81.87
HIGH 80.79
0.618 80.13
0.500 79.92
0.382 79.71
LOW 79.05
0.618 77.97
1.000 77.31
1.618 76.23
2.618 74.49
4.250 71.66
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 80.29 80.44
PP 80.11 80.39
S1 79.92 80.35

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

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