NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 86.78 87.79 1.01 1.2% 90.80
High 87.93 87.79 -0.14 -0.2% 91.92
Low 86.15 86.36 0.21 0.2% 85.95
Close 87.67 86.73 -0.94 -1.1% 86.78
Range 1.78 1.43 -0.35 -19.7% 5.97
ATR 1.56 1.55 -0.01 -0.6% 0.00
Volume 31,276 26,343 -4,933 -15.8% 189,341
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.25 90.42 87.52
R3 89.82 88.99 87.12
R2 88.39 88.39 86.99
R1 87.56 87.56 86.86 87.26
PP 86.96 86.96 86.96 86.81
S1 86.13 86.13 86.60 85.83
S2 85.53 85.53 86.47
S3 84.10 84.70 86.34
S4 82.67 83.27 85.94
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 90.26 85.95 4.31 5.0% 1.99 2.3% 18% False False 39,769
10 91.92 85.95 5.97 6.9% 1.81 2.1% 13% False False 33,979
20 92.32 85.95 6.37 7.3% 1.58 1.8% 12% False False 27,171
40 95.10 85.95 9.15 10.5% 1.34 1.5% 9% False False 19,310
60 98.02 85.95 12.07 13.9% 1.21 1.4% 6% False False 16,433
80 100.52 85.95 14.57 16.8% 1.10 1.3% 5% False False 14,134
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.87
2.618 91.53
1.618 90.10
1.000 89.22
0.618 88.67
HIGH 87.79
0.618 87.24
0.500 87.08
0.382 86.91
LOW 86.36
0.618 85.48
1.000 84.93
1.618 84.05
2.618 82.62
4.250 80.28
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 87.08 87.30
PP 86.96 87.11
S1 86.85 86.92

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

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