NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 82.87 80.11 -2.76 -3.3% 86.60
High 83.28 80.22 -3.06 -3.7% 87.50
Low 79.65 78.34 -1.31 -1.6% 81.99
Close 79.96 79.21 -0.75 -0.9% 84.03
Range 3.63 1.88 -1.75 -48.2% 5.51
ATR 1.80 1.80 0.01 0.3% 0.00
Volume 13,190 14,912 1,722 13.1% 54,857
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 84.90 83.93 80.24
R3 83.02 82.05 79.73
R2 81.14 81.14 79.55
R1 80.17 80.17 79.38 79.72
PP 79.26 79.26 79.26 79.03
S1 78.29 78.29 79.04 77.84
S2 77.38 77.38 78.87
S3 75.50 76.41 78.69
S4 73.62 74.53 78.18
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 85.79 78.34 7.45 9.4% 2.46 3.1% 12% False True 13,228
10 88.00 78.34 9.66 12.2% 2.12 2.7% 9% False True 12,626
20 91.54 78.34 13.20 16.7% 1.72 2.2% 7% False True 9,812
40 93.50 78.34 15.16 19.1% 1.38 1.7% 6% False True 7,016
60 97.35 78.34 19.01 24.0% 1.21 1.5% 5% False True 5,627
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.21
2.618 85.14
1.618 83.26
1.000 82.10
0.618 81.38
HIGH 80.22
0.618 79.50
0.500 79.28
0.382 79.06
LOW 78.34
0.618 77.18
1.000 76.46
1.618 75.30
2.618 73.42
4.250 70.35
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 79.28 81.12
PP 79.26 80.48
S1 79.23 79.85

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

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