NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 88.32 87.94 -0.38 -0.4% 90.80
High 88.37 88.45 0.08 0.1% 91.92
Low 85.95 86.35 0.40 0.5% 85.95
Close 87.99 86.78 -1.21 -1.4% 86.78
Range 2.42 2.10 -0.32 -13.2% 5.97
ATR 1.50 1.54 0.04 2.9% 0.00
Volume 42,389 58,187 15,798 37.3% 189,341
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 93.49 92.24 87.94
R3 91.39 90.14 87.36
R2 89.29 89.29 87.17
R1 88.04 88.04 86.97 87.62
PP 87.19 87.19 87.19 86.98
S1 85.94 85.94 86.59 85.52
S2 85.09 85.09 86.40
S3 82.99 83.84 86.20
S4 80.89 81.74 85.63
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 106.13 102.42 90.06
R3 100.16 96.45 88.42
R2 94.19 94.19 87.87
R1 90.48 90.48 87.33 89.35
PP 88.22 88.22 88.22 87.65
S1 84.51 84.51 86.23 83.38
S2 82.25 82.25 85.69
S3 76.28 78.54 85.14
S4 70.31 72.57 83.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.92 85.95 5.97 6.9% 2.21 2.6% 14% False False 37,868
10 91.92 85.95 5.97 6.9% 1.69 2.0% 14% False False 31,616
20 92.32 85.95 6.37 7.3% 1.51 1.7% 13% False False 25,704
40 95.56 85.95 9.61 11.1% 1.30 1.5% 9% False False 18,345
60 98.02 85.95 12.07 13.9% 1.19 1.4% 7% False False 15,745
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.38
2.618 93.95
1.618 91.85
1.000 90.55
0.618 89.75
HIGH 88.45
0.618 87.65
0.500 87.40
0.382 87.15
LOW 86.35
0.618 85.05
1.000 84.25
1.618 82.95
2.618 80.85
4.250 77.43
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 87.40 88.11
PP 87.19 87.66
S1 86.99 87.22

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

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