NYMEX Light Sweet Crude Oil Future May 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 80.39 78.30 -2.09 -2.6% 86.33
High 80.39 82.02 1.63 2.0% 86.90
Low 78.19 77.95 -0.24 -0.3% 82.01
Close 79.07 80.30 1.23 1.6% 83.90
Range 2.20 4.07 1.87 85.0% 4.89
ATR 1.68 1.85 0.17 10.2% 0.00
Volume 8,622 9,104 482 5.6% 36,341
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 92.30 90.37 82.54
R3 88.23 86.30 81.42
R2 84.16 84.16 81.05
R1 82.23 82.23 80.67 83.20
PP 80.09 80.09 80.09 80.57
S1 78.16 78.16 79.93 79.13
S2 76.02 76.02 79.55
S3 71.95 74.09 79.18
S4 67.88 70.02 78.06
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 83.92 77.95 5.97 7.4% 2.60 3.2% 39% False True 7,727
10 87.34 77.95 9.39 11.7% 2.10 2.6% 25% False True 7,899
20 90.94 77.95 12.99 16.2% 1.69 2.1% 18% False True 6,642
40 93.40 77.95 15.45 19.2% 1.35 1.7% 15% False True 4,750
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 0.24
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 99.32
2.618 92.68
1.618 88.61
1.000 86.09
0.618 84.54
HIGH 82.02
0.618 80.47
0.500 79.99
0.382 79.50
LOW 77.95
0.618 75.43
1.000 73.88
1.618 71.36
2.618 67.29
4.250 60.65
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 80.20 80.58
PP 80.09 80.49
S1 79.99 80.39

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

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