NYMEX Light Sweet Crude Oil Future April 2015

Trading Metrics calculated at close of trading on 29-Oct-2014

Day Change Summary
	Previous	Current
	28-Oct-2014	29-Oct-2014	Change	Change %	Previous Week
Open	79.79	80.90	1.11	1.4%	80.96
High	80.79	82.03	1.24	1.5%	81.43
Low	79.72	80.90	1.18	1.5%	78.88
Close	80.75	81.55	0.80	1.0%	80.47
Range	1.07	1.13	0.06	5.6%	2.55
ATR	1.86	1.81	-0.04	-2.2%	0.00
Volume	7,428	9,486	2,058	27.7%	60,938

Daily Pivots for day following 29-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	84.88	84.35	82.17
R3	83.75	83.22	81.86
R2	82.62	82.62	81.76
R1	82.09	82.09	81.65	82.36
PP	81.49	81.49	81.49	81.63
S1	80.96	80.96	81.45	81.23
S2	80.36	80.36	81.34
S3	79.23	79.83	81.24
S4	78.10	78.70	80.93

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.91	86.74	81.87
R3	85.36	84.19	81.17
R2	82.81	82.81	80.94
R1	81.64	81.64	80.70	80.95
PP	80.26	80.26	80.26	79.92
S1	79.09	79.09	80.24	78.40
S2	77.71	77.71	80.00
S3	75.16	76.54	79.77
S4	72.61	73.99	79.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.03	78.87	3.16	3.9%	1.43	1.7%	85%	True	False	11,749
10	82.27	77.71	4.56	5.6%	1.90	2.3%	84%	False	False	11,696
20	88.00	77.71	10.29	12.6%	2.01	2.5%	37%	False	False	12,161
40	93.32	77.71	15.61	19.1%	1.64	2.0%	25%	False	False	9,038
60	95.01	77.71	17.30	21.2%	1.38	1.7%	22%	False	False	7,126
80	97.89	77.71	20.18	24.7%	1.25	1.5%	19%	False	False	6,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.83
2.618	84.99
1.618	83.86
1.000	83.16
0.618	82.73
HIGH	82.03
0.618	81.60
0.500	81.47
0.382	81.33
LOW	80.90
0.618	80.20
1.000	79.77
1.618	79.07
2.618	77.94
4.250	76.10

Fisher Pivots for day following 29-Oct-2014
Pivot	1 day	3 day
R1	81.52	81.18
PP	81.49	80.82
S1	81.47	80.45

Download as Excel Spreadsheet

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

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