NYMEX Light Sweet Crude Oil Future May 2015

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	80.20	80.70	0.50	0.6%	83.12
High	80.81	81.18	0.37	0.5%	83.71
Low	80.11	78.93	-1.18	-1.5%	77.95
Close	80.47	79.18	-1.29	-1.6%	80.40
Range	0.70	2.25	1.55	221.4%	5.76
ATR	1.75	1.79	0.04	2.0%	0.00
Volume	5,390	5,098	-292	-5.4%	41,675

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.51	85.10	80.42
R3	84.26	82.85	79.80
R2	82.01	82.01	79.59
R1	80.60	80.60	79.39	80.18
PP	79.76	79.76	79.76	79.56
S1	78.35	78.35	78.97	77.93
S2	77.51	77.51	78.77
S3	75.26	76.10	78.56
S4	73.01	73.85	77.94

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%	2.07	2.6%	30%	False	False	6,919
10	85.40	77.95	7.45	9.4%	2.22	2.8%	17%	False	False	7,313
20	90.94	77.95	12.99	16.4%	1.84	2.3%	9%	False	False	7,305
40	93.40	77.95	15.45	19.5%	1.44	1.8%	8%	False	False	5,185

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	90.74
2.618	87.07
1.618	84.82
1.000	83.43
0.618	82.57
HIGH	81.18
0.618	80.32
0.500	80.06
0.382	79.79
LOW	78.93
0.618	77.54
1.000	76.68
1.618	75.29
2.618	73.04
4.250	69.37

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	80.06	80.06
PP	79.76	79.76
S1	79.47	79.47

Download as Excel Spreadsheet

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

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