NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 80.75 80.58 -0.17 -0.2% 80.88
High 81.04 80.87 -0.17 -0.2% 82.57
Low 79.33 78.14 -1.19 -1.5% 79.20
Close 80.42 78.84 -1.58 -2.0% 80.42
Range 1.71 2.73 1.02 59.6% 3.37
ATR 2.03 2.08 0.05 2.5% 0.00
Volume 64,340 79,667 15,327 23.8% 305,413
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 87.47 85.89 80.34
R3 84.74 83.16 79.59
R2 82.01 82.01 79.34
R1 80.43 80.43 79.09 79.86
PP 79.28 79.28 79.28 79.00
S1 77.70 77.70 78.59 77.13
S2 76.55 76.55 78.34
S3 73.82 74.97 78.09
S4 71.09 72.24 77.34
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.84 89.00 82.27
R3 87.47 85.63 81.35
R2 84.10 84.10 81.04
R1 82.26 82.26 80.73 81.50
PP 80.73 80.73 80.73 80.35
S1 78.89 78.89 80.11 78.13
S2 77.36 77.36 79.80
S3 73.99 75.52 79.49
S4 70.62 72.15 78.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.57 78.14 4.43 5.6% 1.70 2.2% 16% False True 64,895
10 82.71 78.14 4.57 5.8% 1.84 2.3% 15% False True 66,999
20 88.81 78.14 10.67 13.5% 2.27 2.9% 7% False True 64,735
40 93.07 78.14 14.93 18.9% 2.05 2.6% 5% False True 51,547
60 96.26 78.14 18.12 23.0% 1.79 2.3% 4% False True 40,782
80 99.36 78.14 21.22 26.9% 1.62 2.1% 3% False True 34,518
100 102.53 78.14 24.39 30.9% 1.49 1.9% 3% False True 29,236
120 102.53 78.14 24.39 30.9% 1.35 1.7% 3% False True 25,383
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 0.23
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 92.47
2.618 88.02
1.618 85.29
1.000 83.60
0.618 82.56
HIGH 80.87
0.618 79.83
0.500 79.51
0.382 79.18
LOW 78.14
0.618 76.45
1.000 75.41
1.618 73.72
2.618 70.99
4.250 66.54
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 79.51 79.98
PP 79.28 79.60
S1 79.06 79.22

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

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