NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	82.37	83.85	1.48	1.8%	86.60
High	84.25	83.90	-0.35	-0.4%	87.50
Low	81.99	82.67	0.68	0.8%	81.99
Close	84.03	83.81	-0.22	-0.3%	84.03
Range	2.26	1.23	-1.03	-45.6%	5.51
ATR	1.63	1.61	-0.02	-1.2%	0.00
Volume	13,251	11,293	-1,958	-14.8%	54,857

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.15	86.71	84.49
R3	85.92	85.48	84.15
R2	84.69	84.69	84.04
R1	84.25	84.25	83.92	83.86
PP	83.46	83.46	83.46	83.26
S1	83.02	83.02	83.70	82.63
S2	82.23	82.23	83.58
S3	81.00	81.79	83.47
S4	79.77	80.56	83.13

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.04	98.04	87.06
R3	95.53	92.53	85.55
R2	90.02	90.02	85.04
R1	87.02	87.02	84.54	85.77
PP	84.51	84.51	84.51	83.88
S1	81.51	81.51	83.52	80.26
S2	79.00	79.00	83.02
S3	73.49	76.00	82.51
S4	67.98	70.49	81.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.30	81.99	5.31	6.3%	1.91	2.3%	34%	False	False	11,755
10	91.36	81.99	9.37	11.2%	2.07	2.5%	19%	False	False	11,743
20	92.17	81.99	10.18	12.1%	1.60	1.9%	18%	False	False	8,865
40	93.50	81.99	11.51	13.7%	1.28	1.5%	16%	False	False	6,475
60	97.35	81.99	15.36	18.3%	1.15	1.4%	12%	False	False	5,246

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	89.13
2.618	87.12
1.618	85.89
1.000	85.13
0.618	84.66
HIGH	83.90
0.618	83.43
0.500	83.29
0.382	83.14
LOW	82.67
0.618	81.91
1.000	81.44
1.618	80.68
2.618	79.45
4.250	77.44

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	83.64	83.89
PP	83.46	83.86
S1	83.29	83.84

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