NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 82.00 80.50 -1.50 -1.8% 83.12
High 82.00 80.73 -1.27 -1.5% 83.71
Low 80.35 79.04 -1.31 -1.6% 77.95
Close 80.40 79.99 -0.41 -0.5% 80.40
Range 1.65 1.69 0.04 2.4% 5.76
ATR 1.84 1.83 -0.01 -0.6% 0.00
Volume 10,087 4,916 -5,171 -51.3% 41,675
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 84.99 84.18 80.92
R3 83.30 82.49 80.45
R2 81.61 81.61 80.30
R1 80.80 80.80 80.14 80.36
PP 79.92 79.92 79.92 79.70
S1 79.11 79.11 79.84 78.67
S2 78.23 78.23 79.68
S3 76.54 77.42 79.53
S4 74.85 75.73 79.06
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 97.97 94.94 83.57
R3 92.21 89.18 81.98
R2 86.45 86.45 81.46
R1 83.42 83.42 80.93 82.06
PP 80.69 80.69 80.69 80.00
S1 77.66 77.66 79.87 76.30
S2 74.93 74.93 79.34
S3 69.17 71.90 78.82
S4 63.41 66.14 77.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.21 77.95 5.26 6.6% 2.65 3.3% 39% False False 8,166
10 86.50 77.95 8.55 10.7% 2.12 2.6% 24% False False 7,649
20 90.94 77.95 12.99 16.2% 1.78 2.2% 16% False False 7,163
40 93.40 77.95 15.45 19.3% 1.39 1.7% 13% False False 4,999
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.91
2.618 85.15
1.618 83.46
1.000 82.42
0.618 81.77
HIGH 80.73
0.618 80.08
0.500 79.89
0.382 79.69
LOW 79.04
0.618 78.00
1.000 77.35
1.618 76.31
2.618 74.62
4.250 71.86
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 79.96 79.99
PP 79.92 79.99
S1 79.89 79.99

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

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