NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 86.60 87.17 0.57 0.7% 90.39
High 87.50 87.30 -0.20 -0.2% 91.36
Low 85.77 86.10 0.33 0.4% 85.62
Close 87.24 86.40 -0.84 -1.0% 86.34
Range 1.73 1.20 -0.53 -30.6% 5.74
ATR 1.45 1.43 -0.02 -1.2% 0.00
Volume 7,371 7,842 471 6.4% 58,676
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.20 89.50 87.06
R3 89.00 88.30 86.73
R2 87.80 87.80 86.62
R1 87.10 87.10 86.51 86.85
PP 86.60 86.60 86.60 86.48
S1 85.90 85.90 86.29 85.65
S2 85.40 85.40 86.18
S3 84.20 84.70 86.07
S4 83.00 83.50 85.74
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 104.99 101.41 89.50
R3 99.25 95.67 87.92
R2 93.51 93.51 87.39
R1 89.93 89.93 86.87 88.85
PP 87.77 87.77 87.77 87.24
S1 84.19 84.19 85.81 83.11
S2 82.03 82.03 85.29
S3 76.29 78.45 84.76
S4 70.55 72.71 83.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.72 85.62 4.10 4.7% 1.86 2.2% 19% False False 11,665
10 91.36 85.62 5.74 6.6% 1.68 1.9% 14% False False 10,116
20 92.17 85.62 6.55 7.6% 1.48 1.7% 12% False False 7,653
40 94.76 85.62 9.14 10.6% 1.20 1.4% 9% False False 5,428
60 97.35 85.62 11.73 13.6% 1.06 1.2% 7% False False 4,637
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.40
2.618 90.44
1.618 89.24
1.000 88.50
0.618 88.04
HIGH 87.30
0.618 86.84
0.500 86.70
0.382 86.56
LOW 86.10
0.618 85.36
1.000 84.90
1.618 84.16
2.618 82.96
4.250 81.00
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 86.70 86.88
PP 86.60 86.72
S1 86.50 86.56

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

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