NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 85.74 86.45 0.71 0.8% 90.21
High 86.88 86.60 -0.28 -0.3% 90.62
Low 85.18 85.55 0.37 0.4% 85.20
Close 86.60 85.88 -0.72 -0.8% 85.76
Range 1.70 1.05 -0.65 -38.2% 5.42
ATR 1.46 1.43 -0.03 -2.0% 0.00
Volume 34,774 24,462 -10,312 -29.7% 182,694
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.16 88.57 86.46
R3 88.11 87.52 86.17
R2 87.06 87.06 86.07
R1 86.47 86.47 85.98 86.24
PP 86.01 86.01 86.01 85.90
S1 85.42 85.42 85.78 85.19
S2 84.96 84.96 85.69
S3 83.91 84.37 85.59
S4 82.86 83.32 85.30
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 103.45 100.03 88.74
R3 98.03 94.61 87.25
R2 92.61 92.61 86.75
R1 89.19 89.19 86.26 88.19
PP 87.19 87.19 87.19 86.70
S1 83.77 83.77 85.26 82.77
S2 81.77 81.77 84.77
S3 76.35 78.35 84.27
S4 70.93 72.93 82.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.04 85.18 3.86 4.5% 1.78 2.1% 18% False False 38,025
10 90.62 85.18 5.44 6.3% 1.57 1.8% 13% False False 31,942
20 91.94 85.18 6.76 7.9% 1.42 1.6% 10% False False 25,797
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 91.06
2.618 89.35
1.618 88.30
1.000 87.65
0.618 87.25
HIGH 86.60
0.618 86.20
0.500 86.08
0.382 85.95
LOW 85.55
0.618 84.90
1.000 84.50
1.618 83.85
2.618 82.80
4.250 81.09
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 86.08 86.29
PP 86.01 86.15
S1 85.95 86.02

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

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