NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	80.79	78.94	-1.85	-2.3%	83.85
High	81.43	81.33	-0.10	-0.1%	83.90
Low	79.04	78.88	-0.16	-0.2%	77.71
Close	79.32	81.06	1.74	2.2%	80.59
Range	2.39	2.45	0.06	2.5%	6.19
ATR	1.96	1.99	0.04	1.8%	0.00
Volume	10,102	13,813	3,711	36.7%	68,138

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.77	86.87	82.41
R3	85.32	84.42	81.73
R2	82.87	82.87	81.51
R1	81.97	81.97	81.28	82.42
PP	80.42	80.42	80.42	80.65
S1	79.52	79.52	80.84	79.97
S2	77.97	77.97	80.61
S3	75.52	77.07	80.39
S4	73.07	74.62	79.71

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	81.90	78.88	3.02	3.7%	1.94	2.4%	72%	False	True	11,591
10	84.25	77.71	6.54	8.1%	2.33	2.9%	51%	False	False	12,467
20	91.36	77.71	13.65	16.8%	2.12	2.6%	25%	False	False	11,785
40	93.50	77.71	15.79	19.5%	1.64	2.0%	21%	False	False	8,397
60	95.28	77.71	17.57	21.7%	1.36	1.7%	19%	False	False	6,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	91.74
2.618	87.74
1.618	85.29
1.000	83.78
0.618	82.84
HIGH	81.33
0.618	80.39
0.500	80.11
0.382	79.82
LOW	78.88
0.618	77.37
1.000	76.43
1.618	74.92
2.618	72.47
4.250	68.47

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	80.74	80.76
PP	80.42	80.46
S1	80.11	80.16

Download as Excel Spreadsheet

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

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