NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 86.05 82.87 -3.18 -3.7% 86.78
High 86.05 84.51 -1.54 -1.8% 87.93
Low 82.50 81.96 -0.54 -0.7% 81.96
Close 84.23 84.24 0.01 0.0% 84.24
Range 3.55 2.55 -1.00 -28.2% 5.97
ATR 1.71 1.77 0.06 3.5% 0.00
Volume 42,897 37,832 -5,065 -11.8% 178,761
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.22 90.28 85.64
R3 88.67 87.73 84.94
R2 86.12 86.12 84.71
R1 85.18 85.18 84.47 85.65
PP 83.57 83.57 83.57 83.81
S1 82.63 82.63 84.01 83.10
S2 81.02 81.02 83.77
S3 78.47 80.08 83.54
S4 75.92 77.53 82.84
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 102.62 99.40 87.52
R3 96.65 93.43 85.88
R2 90.68 90.68 85.33
R1 87.46 87.46 84.79 86.09
PP 84.71 84.71 84.71 84.02
S1 81.49 81.49 83.69 80.12
S2 78.74 78.74 83.15
S3 72.77 75.52 82.60
S4 66.80 69.55 80.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.93 81.96 5.97 7.1% 2.18 2.6% 38% False True 35,752
10 91.92 81.96 9.96 11.8% 2.20 2.6% 23% False True 36,810
20 92.32 81.96 10.36 12.3% 1.73 2.1% 22% False True 29,254
40 93.80 81.96 11.84 14.1% 1.42 1.7% 19% False True 21,668
60 98.02 81.96 16.06 19.1% 1.29 1.5% 14% False True 18,016
80 100.52 81.96 18.56 22.0% 1.17 1.4% 12% False True 15,300
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.35
2.618 91.19
1.618 88.64
1.000 87.06
0.618 86.09
HIGH 84.51
0.618 83.54
0.500 83.24
0.382 82.93
LOW 81.96
0.618 80.38
1.000 79.41
1.618 77.83
2.618 75.28
4.250 71.12
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 83.91 84.24
PP 83.57 84.23
S1 83.24 84.23

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

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