NYMEX Light Sweet Crude Oil Future May 2015

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	80.50	80.20	-0.30	-0.4%	83.12
High	80.73	80.81	0.08	0.1%	83.71
Low	79.04	80.11	1.07	1.4%	77.95
Close	79.99	80.47	0.48	0.6%	80.40
Range	1.69	0.70	-0.99	-58.6%	5.76
ATR	1.83	1.75	-0.07	-3.9%	0.00
Volume	4,916	5,390	474	9.6%	41,675

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.56	82.22	80.86
R3	81.86	81.52	80.66
R2	81.16	81.16	80.60
R1	80.82	80.82	80.53	80.99
PP	80.46	80.46	80.46	80.55
S1	80.12	80.12	80.41	80.29
S2	79.76	79.76	80.34
S3	79.06	79.42	80.28
S4	78.36	78.72	80.09

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	82.02	77.95	4.07	5.1%	2.06	2.6%	62%	False	False	7,623
10	85.91	77.95	7.96	9.9%	2.12	2.6%	32%	False	False	7,736
20	90.94	77.95	12.99	16.1%	1.79	2.2%	19%	False	False	7,308
40	93.40	77.95	15.45	19.2%	1.40	1.7%	16%	False	False	5,079

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.22
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	83.79
2.618	82.64
1.618	81.94
1.000	81.51
0.618	81.24
HIGH	80.81
0.618	80.54
0.500	80.46
0.382	80.38
LOW	80.11
0.618	79.68
1.000	79.41
1.618	78.98
2.618	78.28
4.250	77.14

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	80.47	80.52
PP	80.46	80.50
S1	80.46	80.49

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols