NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 86.41 86.05 -0.36 -0.4% 90.80
High 86.49 86.05 -0.44 -0.5% 91.92
Low 84.89 82.50 -2.39 -2.8% 85.95
Close 85.66 84.23 -1.43 -1.7% 86.78
Range 1.60 3.55 1.95 121.9% 5.97
ATR 1.57 1.71 0.14 9.0% 0.00
Volume 40,413 42,897 2,484 6.1% 189,341
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.91 93.12 86.18
R3 91.36 89.57 85.21
R2 87.81 87.81 84.88
R1 86.02 86.02 84.56 85.14
PP 84.26 84.26 84.26 83.82
S1 82.47 82.47 83.90 81.59
S2 80.71 80.71 83.58
S3 77.16 78.92 83.25
S4 73.61 75.37 82.28
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 88.45 82.50 5.95 7.1% 2.09 2.5% 29% False True 39,823
10 91.92 82.50 9.42 11.2% 2.04 2.4% 18% False True 35,815
20 92.32 82.50 9.82 11.7% 1.66 2.0% 18% False True 28,856
40 94.90 82.50 12.40 14.7% 1.42 1.7% 14% False True 20,954
60 98.02 82.50 15.52 18.4% 1.26 1.5% 11% False True 17,515
80 100.52 82.50 18.02 21.4% 1.14 1.4% 10% False True 14,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 84 trading days
Fibonacci Retracements and Extensions
4.250 101.14
2.618 95.34
1.618 91.79
1.000 89.60
0.618 88.24
HIGH 86.05
0.618 84.69
0.500 84.28
0.382 83.86
LOW 82.50
0.618 80.31
1.000 78.95
1.618 76.76
2.618 73.21
4.250 67.41
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 84.28 85.15
PP 84.26 84.84
S1 84.25 84.54

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

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