NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 80.75 80.11 -0.64 -0.8% 81.63
High 80.79 81.10 0.31 0.4% 82.17
Low 79.05 79.82 0.77 1.0% 79.35
Close 80.48 80.94 0.46 0.6% 80.64
Range 1.74 1.28 -0.46 -26.4% 2.82
ATR 2.10 2.04 -0.06 -2.8% 0.00
Volume 25,818 20,800 -5,018 -19.4% 133,157
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 84.46 83.98 81.64
R3 83.18 82.70 81.29
R2 81.90 81.90 81.17
R1 81.42 81.42 81.06 81.66
PP 80.62 80.62 80.62 80.74
S1 80.14 80.14 80.82 80.38
S2 79.34 79.34 80.71
S3 78.06 78.86 80.59
S4 76.78 77.58 80.24
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 82.12 79.05 3.07 3.8% 1.82 2.3% 62% False False 26,491
10 82.97 78.25 4.72 5.8% 2.15 2.7% 57% False False 29,080
20 90.72 78.25 12.47 15.4% 2.25 2.8% 22% False False 28,518
40 93.81 78.25 15.56 19.2% 1.90 2.3% 17% False False 22,043
60 95.94 78.25 17.69 21.9% 1.62 2.0% 15% False False 17,105
80 99.62 78.25 21.37 26.4% 1.47 1.8% 13% False False 14,253
100 101.33 78.25 23.08 28.5% 1.31 1.6% 12% False False 12,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.54
2.618 84.45
1.618 83.17
1.000 82.38
0.618 81.89
HIGH 81.10
0.618 80.61
0.500 80.46
0.382 80.31
LOW 79.82
0.618 79.03
1.000 78.54
1.618 77.75
2.618 76.47
4.250 74.38
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 80.78 80.68
PP 80.62 80.42
S1 80.46 80.16

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

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