NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	78.35	80.75	2.40	3.1%	83.85
High	82.27	81.90	-0.37	-0.4%	83.90
Low	77.71	80.47	2.76	3.6%	77.71
Close	80.48	80.59	0.11	0.1%	80.59
Range	4.56	1.43	-3.13	-68.6%	6.19
ATR	2.00	1.96	-0.04	-2.0%	0.00
Volume	14,073	14,670	597	4.2%	68,138

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.28	84.36	81.38
R3	83.85	82.93	80.98
R2	82.42	82.42	80.85
R1	81.50	81.50	80.72	81.25
PP	80.99	80.99	80.99	80.86
S1	80.07	80.07	80.46	79.82
S2	79.56	79.56	80.33
S3	78.13	78.64	80.20
S4	76.70	77.21	79.80

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	99.30	96.14	83.99
R3	93.11	89.95	82.29
R2	86.92	86.92	81.72
R1	83.76	83.76	81.16	82.25
PP	80.73	80.73	80.73	79.98
S1	77.57	77.57	80.02	76.06
S2	74.54	74.54	79.46
S3	68.35	71.38	78.89
S4	62.16	65.19	77.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.90	77.71	6.19	7.7%	2.55	3.2%	47%	False	False	13,627
10	87.50	77.71	9.79	12.1%	2.28	2.8%	29%	False	False	12,299
20	91.36	77.71	13.65	16.9%	1.93	2.4%	21%	False	False	10,868
40	93.50	77.71	15.79	19.6%	1.49	1.9%	18%	False	False	7,611
60	97.06	77.71	19.35	24.0%	1.29	1.6%	15%	False	False	6,014

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	0.29
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	87.98
2.618	85.64
1.618	84.21
1.000	83.33
0.618	82.78
HIGH	81.90
0.618	81.35
0.500	81.19
0.382	81.02
LOW	80.47
0.618	79.59
1.000	79.04
1.618	78.16
2.618	76.73
4.250	74.39

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	81.19	80.39
PP	80.99	80.19
S1	80.79	79.99

Download as Excel Spreadsheet

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

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