NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 81.10 81.36 0.26 0.3% 83.90
High 82.50 81.40 -1.10 -1.3% 84.10
Low 80.60 79.46 -1.14 -1.4% 77.89
Close 80.87 80.50 -0.37 -0.5% 80.87
Range 1.90 1.94 0.04 2.1% 6.21
ATR 2.14 2.13 -0.01 -0.7% 0.00
Volume 48,413 34,405 -14,008 -28.9% 222,302
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 86.27 85.33 81.57
R3 84.33 83.39 81.03
R2 82.39 82.39 80.86
R1 81.45 81.45 80.68 80.95
PP 80.45 80.45 80.45 80.21
S1 79.51 79.51 80.32 79.01
S2 78.51 78.51 80.14
S3 76.57 77.57 79.97
S4 74.63 75.63 79.43
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.58 96.44 84.29
R3 93.37 90.23 82.58
R2 87.16 87.16 82.01
R1 84.02 84.02 81.44 82.49
PP 80.95 80.95 80.95 80.19
S1 77.81 77.81 80.30 76.28
S2 74.74 74.74 79.73
S3 68.53 71.60 79.16
S4 62.32 65.39 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.57 77.89 5.68 7.1% 2.95 3.7% 46% False False 42,949
10 87.79 77.89 9.90 12.3% 2.53 3.1% 26% False False 40,419
20 91.92 77.89 14.03 17.4% 2.14 2.7% 19% False False 36,630
40 93.80 77.89 15.91 19.8% 1.68 2.1% 16% False False 26,492
60 97.39 77.89 19.50 24.2% 1.46 1.8% 13% False False 21,026
80 100.33 77.89 22.44 27.9% 1.32 1.6% 12% False False 17,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.65
2.618 86.48
1.618 84.54
1.000 83.34
0.618 82.60
HIGH 81.40
0.618 80.66
0.500 80.43
0.382 80.20
LOW 79.46
0.618 78.26
1.000 77.52
1.618 76.32
2.618 74.38
4.250 71.22
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 80.48 80.41
PP 80.45 80.32
S1 80.43 80.24

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

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