NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 90.99 88.92 -2.07 -2.3% 90.46
High 91.36 89.72 -1.64 -1.8% 91.05
Low 88.34 87.77 -0.57 -0.6% 89.28
Close 88.68 87.99 -0.69 -0.8% 90.87
Range 3.02 1.95 -1.07 -35.4% 1.77
ATR 1.26 1.30 0.05 4.0% 0.00
Volume 8,169 11,097 2,928 35.8% 35,694
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 94.34 93.12 89.06
R3 92.39 91.17 88.53
R2 90.44 90.44 88.35
R1 89.22 89.22 88.17 88.86
PP 88.49 88.49 88.49 88.31
S1 87.27 87.27 87.81 86.91
S2 86.54 86.54 87.63
S3 84.59 85.32 87.45
S4 82.64 83.37 86.92
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 95.71 95.06 91.84
R3 93.94 93.29 91.36
R2 92.17 92.17 91.19
R1 91.52 91.52 91.03 91.85
PP 90.40 90.40 90.40 90.56
S1 89.75 89.75 90.71 90.08
S2 88.63 88.63 90.55
S3 86.86 87.98 90.38
S4 85.09 86.21 89.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.36 87.77 3.59 4.1% 1.59 1.8% 6% False True 9,559
10 91.54 87.77 3.77 4.3% 1.33 1.5% 6% False True 6,997
20 93.32 87.77 5.55 6.3% 1.28 1.5% 4% False True 5,914
40 95.01 87.77 7.24 8.2% 1.07 1.2% 3% False True 4,609
60 97.89 87.77 10.12 11.5% 1.00 1.1% 2% False True 3,968
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.01
2.618 94.83
1.618 92.88
1.000 91.67
0.618 90.93
HIGH 89.72
0.618 88.98
0.500 88.75
0.382 88.51
LOW 87.77
0.618 86.56
1.000 85.82
1.618 84.61
2.618 82.66
4.250 79.48
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 88.75 89.57
PP 88.49 89.04
S1 88.24 88.52

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

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