NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 14-Oct-2014

Day Change Summary
	Previous	Current
	13-Oct-2014	14-Oct-2014	Change	Change %	Previous Week
Open	83.54	82.72	-0.82	-1.0%	85.74
High	83.72	83.25	-0.47	-0.6%	86.88
Low	82.30	79.29	-3.01	-3.7%	81.72
Close	83.68	79.83	-3.85	-4.6%	83.83
Range	1.42	3.96	2.54	178.9%	5.16
ATR	1.61	1.81	0.20	12.4%	0.00
Volume	29,572	29,145	-427	-1.4%	177,982

Daily Pivots for day following 14-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	92.67	90.21	82.01
R3	88.71	86.25	80.92
R2	84.75	84.75	80.56
R1	82.29	82.29	80.19	81.54
PP	80.79	80.79	80.79	80.42
S1	78.33	78.33	79.47	77.58
S2	76.83	76.83	79.10
S3	72.87	74.37	78.74
S4	68.91	70.41	77.65

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	85.73	79.29	6.44	8.1%	2.43	3.0%	8%	False	True	35,492
10	89.04	79.29	9.75	12.2%	2.11	2.6%	6%	False	True	36,759
20	91.63	79.29	12.34	15.5%	1.64	2.1%	4%	False	True	29,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	100.08
2.618	93.62
1.618	89.66
1.000	87.21
0.618	85.70
HIGH	83.25
0.618	81.74
0.500	81.27
0.382	80.80
LOW	79.29
0.618	76.84
1.000	75.33
1.618	72.88
2.618	68.92
4.250	62.46

Fisher Pivots for day following 14-Oct-2014
Pivot	1 day	3 day
R1	81.27	81.65
PP	80.79	81.04
S1	80.31	80.44

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