NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 85.40 82.92 -2.48 -2.9% 86.33
High 85.40 83.92 -1.48 -1.7% 86.90
Low 82.46 82.01 -0.45 -0.5% 82.01
Close 83.93 83.90 -0.03 0.0% 83.90
Range 2.94 1.91 -1.03 -35.0% 4.89
ATR 1.41 1.45 0.04 2.6% 0.00
Volume 9,007 7,051 -1,956 -21.7% 36,341
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.01 88.36 84.95
R3 87.10 86.45 84.43
R2 85.19 85.19 84.25
R1 84.54 84.54 84.08 84.87
PP 83.28 83.28 83.28 83.44
S1 82.63 82.63 83.72 82.96
S2 81.37 81.37 83.55
S3 79.46 80.72 83.37
S4 77.55 78.81 82.85
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 98.94 96.31 86.59
R3 94.05 91.42 85.24
R2 89.16 89.16 84.80
R1 86.53 86.53 84.35 85.40
PP 84.27 84.27 84.27 83.71
S1 81.64 81.64 83.45 80.51
S2 79.38 79.38 83.00
S3 74.49 76.75 82.56
S4 69.60 71.86 81.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.90 82.01 4.89 5.8% 1.64 2.0% 39% False True 7,268
10 90.94 82.01 8.93 10.6% 1.77 2.1% 21% False True 7,342
20 91.81 82.01 9.80 11.7% 1.34 1.6% 19% False True 5,592
40 93.40 82.01 11.39 13.6% 1.13 1.4% 17% False True 4,185
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.04
2.618 88.92
1.618 87.01
1.000 85.83
0.618 85.10
HIGH 83.92
0.618 83.19
0.500 82.97
0.382 82.74
LOW 82.01
0.618 80.83
1.000 80.10
1.618 78.92
2.618 77.01
4.250 73.89
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 83.59 83.96
PP 83.28 83.94
S1 82.97 83.92

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

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