NYMEX Light Sweet Crude Oil Future March 2015

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	80.36	81.29	0.93	1.2%	83.90
High	81.67	81.72	0.05	0.1%	84.10
Low	80.18	79.25	-0.93	-1.2%	77.89
Close	81.05	79.54	-1.51	-1.9%	80.87
Range	1.49	2.47	0.98	65.8%	6.21
ATR	2.08	2.11	0.03	1.3%	0.00
Volume	33,205	31,453	-1,752	-5.3%	222,302

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.58	86.03	80.90
R3	85.11	83.56	80.22
R2	82.64	82.64	79.99
R1	81.09	81.09	79.77	80.63
PP	80.17	80.17	80.17	79.94
S1	78.62	78.62	79.31	78.16
S2	77.70	77.70	79.09
S3	75.23	76.15	78.86
S4	72.76	73.68	78.18

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	82.58	77.89	4.69	5.9%	2.50	3.1%	35%	False	False	39,359
10	86.05	77.89	8.16	10.3%	2.63	3.3%	20%	False	False	40,209
20	91.92	77.89	14.03	17.6%	2.22	2.8%	12%	False	False	37,951
40	93.80	77.89	15.91	20.0%	1.75	2.2%	10%	False	False	27,757
60	96.85	77.89	18.96	23.8%	1.49	1.9%	9%	False	False	21,755
80	100.33	77.89	22.44	28.2%	1.35	1.7%	7%	False	False	18,632

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	92.22
2.618	88.19
1.618	85.72
1.000	84.19
0.618	83.25
HIGH	81.72
0.618	80.78
0.500	80.49
0.382	80.19
LOW	79.25
0.618	77.72
1.000	76.78
1.618	75.25
2.618	72.78
4.250	68.75

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	80.49	80.49
PP	80.17	80.17
S1	79.86	79.86

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols