NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	80.11	78.35	-1.76	-2.2%	86.60
High	80.22	82.27	2.05	2.6%	87.50
Low	78.34	77.71	-0.63	-0.8%	81.99
Close	79.21	80.48	1.27	1.6%	84.03
Range	1.88	4.56	2.68	142.6%	5.51
ATR	1.80	2.00	0.20	10.9%	0.00
Volume	14,912	14,073	-839	-5.6%	54,857

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	93.83	91.72	82.99
R3	89.27	87.16	81.73
R2	84.71	84.71	81.32
R1	82.60	82.60	80.90	83.66
PP	80.15	80.15	80.15	80.68
S1	78.04	78.04	80.06	79.10
S2	75.59	75.59	79.64
S3	71.03	73.48	79.23
S4	66.47	68.92	77.97

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	84.25	77.71	6.54	8.1%	2.71	3.4%	42%	False	True	13,343
10	87.98	77.71	10.27	12.8%	2.34	2.9%	27%	False	True	12,432
20	91.36	77.71	13.65	17.0%	1.90	2.4%	20%	False	True	10,327
40	93.50	77.71	15.79	19.6%	1.49	1.8%	18%	False	True	7,292
60	97.18	77.71	19.47	24.2%	1.28	1.6%	14%	False	True	5,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	101.65
2.618	94.21
1.618	89.65
1.000	86.83
0.618	85.09
HIGH	82.27
0.618	80.53
0.500	79.99
0.382	79.45
LOW	77.71
0.618	74.89
1.000	73.15
1.618	70.33
2.618	65.77
4.250	58.33

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	80.32	80.50
PP	80.15	80.49
S1	79.99	80.49

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