NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 85.49 82.96 -2.53 -3.0% 85.74
High 85.49 84.00 -1.49 -1.7% 86.88
Low 82.40 81.72 -0.68 -0.8% 81.72
Close 83.86 83.83 -0.03 0.0% 83.83
Range 3.09 2.28 -0.81 -26.2% 5.16
ATR 1.56 1.61 0.05 3.3% 0.00
Volume 42,622 35,285 -7,337 -17.2% 177,982
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.02 89.21 85.08
R3 87.74 86.93 84.46
R2 85.46 85.46 84.25
R1 84.65 84.65 84.04 85.06
PP 83.18 83.18 83.18 83.39
S1 82.37 82.37 83.62 82.78
S2 80.90 80.90 83.41
S3 78.62 80.09 83.20
S4 76.34 77.81 82.58
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 99.62 96.89 86.67
R3 94.46 91.73 85.25
R2 89.30 89.30 84.78
R1 86.57 86.57 84.30 85.36
PP 84.14 84.14 84.14 83.54
S1 81.41 81.41 83.36 80.20
S2 78.98 78.98 82.88
S3 73.82 76.25 82.41
S4 68.66 71.09 80.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.88 81.72 5.16 6.2% 1.91 2.3% 41% False True 35,596
10 90.62 81.72 8.90 10.6% 1.93 2.3% 24% False True 36,067
20 91.94 81.72 10.22 12.2% 1.53 1.8% 21% False True 28,109
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.69
2.618 89.97
1.618 87.69
1.000 86.28
0.618 85.41
HIGH 84.00
0.618 83.13
0.500 82.86
0.382 82.59
LOW 81.72
0.618 80.31
1.000 79.44
1.618 78.03
2.618 75.75
4.250 72.03
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 83.51 83.80
PP 83.18 83.76
S1 82.86 83.73

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

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