NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 83.85 82.87 -0.98 -1.2% 86.60
High 83.90 83.28 -0.62 -0.7% 87.50
Low 82.67 79.65 -3.02 -3.7% 81.99
Close 83.81 79.96 -3.85 -4.6% 84.03
Range 1.23 3.63 2.40 195.1% 5.51
ATR 1.61 1.80 0.18 11.3% 0.00
Volume 11,293 13,190 1,897 16.8% 54,857
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.85 89.54 81.96
R3 88.22 85.91 80.96
R2 84.59 84.59 80.63
R1 82.28 82.28 80.29 81.62
PP 80.96 80.96 80.96 80.64
S1 78.65 78.65 79.63 77.99
S2 77.33 77.33 79.29
S3 73.70 75.02 78.96
S4 70.07 71.39 77.96
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 86.22 79.65 6.57 8.2% 2.39 3.0% 5% False True 12,825
10 89.72 79.65 10.07 12.6% 2.13 2.7% 3% False True 12,245
20 92.05 79.65 12.40 15.5% 1.68 2.1% 3% False True 9,312
40 93.50 79.65 13.85 17.3% 1.35 1.7% 2% False True 6,701
60 97.35 79.65 17.70 22.1% 1.19 1.5% 2% False True 5,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 98.71
2.618 92.78
1.618 89.15
1.000 86.91
0.618 85.52
HIGH 83.28
0.618 81.89
0.500 81.47
0.382 81.04
LOW 79.65
0.618 77.41
1.000 76.02
1.618 73.78
2.618 70.15
4.250 64.22
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 81.47 81.95
PP 80.96 81.29
S1 80.46 80.62

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

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