NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 87.94 86.78 -1.16 -1.3% 90.80
High 88.45 87.93 -0.52 -0.6% 91.92
Low 86.35 86.15 -0.20 -0.2% 85.95
Close 86.78 87.67 0.89 1.0% 86.78
Range 2.10 1.78 -0.32 -15.2% 5.97
ATR 1.54 1.56 0.02 1.1% 0.00
Volume 58,187 31,276 -26,911 -46.2% 189,341
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.59 91.91 88.65
R3 90.81 90.13 88.16
R2 89.03 89.03 88.00
R1 88.35 88.35 87.83 88.69
PP 87.25 87.25 87.25 87.42
S1 86.57 86.57 87.51 86.91
S2 85.47 85.47 87.34
S3 83.69 84.79 87.18
S4 81.91 83.01 86.69
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 6.8% 2.35 2.7% 29% False False 38,875
10 91.92 85.95 5.97 6.8% 1.74 2.0% 29% False False 32,842
20 92.32 85.95 6.37 7.3% 1.55 1.8% 27% False False 26,592
40 95.38 85.95 9.43 10.8% 1.32 1.5% 18% False False 18,877
60 98.02 85.95 12.07 13.8% 1.20 1.4% 14% False False 16,154
80 100.52 85.95 14.57 16.6% 1.09 1.2% 12% False False 13,981
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 95.50
2.618 92.59
1.618 90.81
1.000 89.71
0.618 89.03
HIGH 87.93
0.618 87.25
0.500 87.04
0.382 86.83
LOW 86.15
0.618 85.05
1.000 84.37
1.618 83.27
2.618 81.49
4.250 78.59
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 87.46 87.51
PP 87.25 87.36
S1 87.04 87.20

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

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