NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 77.86 78.50 0.64 0.8% 80.59
High 79.40 79.75 0.35 0.4% 80.98
Low 77.47 77.13 -0.34 -0.4% 75.84
Close 78.65 77.40 -1.25 -1.6% 78.65
Range 1.93 2.62 0.69 35.8% 5.14
ATR 2.21 2.23 0.03 1.3% 0.00
Volume 306,077 319,492 13,415 4.4% 1,865,467
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 85.95 84.30 78.84
R3 83.33 81.68 78.12
R2 80.71 80.71 77.88
R1 79.06 79.06 77.64 78.58
PP 78.09 78.09 78.09 77.85
S1 76.44 76.44 77.16 75.96
S2 75.47 75.47 76.92
S3 72.85 73.82 76.68
S4 70.23 71.20 75.96
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 93.91 91.42 81.48
R3 88.77 86.28 80.06
R2 83.63 83.63 79.59
R1 81.14 81.14 79.12 79.82
PP 78.49 78.49 78.49 77.83
S1 76.00 76.00 78.18 74.68
S2 73.35 73.35 77.71
S3 68.21 70.86 77.24
S4 63.07 65.72 75.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.75 75.84 3.91 5.1% 2.37 3.1% 40% True False 359,782
10 82.88 75.84 7.04 9.1% 2.06 2.7% 22% False False 325,904
20 84.78 75.84 8.94 11.6% 2.32 3.0% 17% False False 306,494
40 93.82 75.84 17.98 23.2% 2.20 2.8% 9% False False 213,529
60 94.42 75.84 18.58 24.0% 1.99 2.6% 8% False False 166,939
80 100.35 75.84 24.51 31.7% 1.82 2.3% 6% False False 140,476
100 103.66 75.84 27.82 35.9% 1.69 2.2% 6% False False 124,919
120 103.66 75.84 27.82 35.9% 1.57 2.0% 6% False False 112,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.89
2.618 86.61
1.618 83.99
1.000 82.37
0.618 81.37
HIGH 79.75
0.618 78.75
0.500 78.44
0.382 78.13
LOW 77.13
0.618 75.51
1.000 74.51
1.618 72.89
2.618 70.27
4.250 66.00
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 78.44 78.44
PP 78.09 78.09
S1 77.75 77.75

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

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