NYMEX Light Sweet Crude Oil Future January 2015


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 77.81 78.45 0.64 0.8% 80.58
High 79.34 79.70 0.36 0.5% 80.87
Low 77.44 77.11 -0.33 -0.4% 75.95
Close 78.60 77.38 -1.22 -1.6% 78.60
Range 1.90 2.59 0.69 36.3% 4.92
ATR 2.14 2.17 0.03 1.5% 0.00
Volume 77,253 111,379 34,126 44.2% 522,713
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 85.83 84.20 78.80
R3 83.24 81.61 78.09
R2 80.65 80.65 77.85
R1 79.02 79.02 77.62 78.54
PP 78.06 78.06 78.06 77.83
S1 76.43 76.43 77.14 75.95
S2 75.47 75.47 76.91
S3 72.88 73.84 76.67
S4 70.29 71.25 75.96
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 93.23 90.84 81.31
R3 88.31 85.92 79.95
R2 83.39 83.39 79.50
R1 81.00 81.00 79.05 79.74
PP 78.47 78.47 78.47 77.84
S1 76.08 76.08 78.15 74.82
S2 73.55 73.55 77.70
S3 68.63 71.16 77.25
S4 63.71 66.24 75.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.70 75.95 3.75 4.8% 2.32 3.0% 38% True False 110,885
10 82.57 75.95 6.62 8.6% 2.01 2.6% 22% False False 87,890
20 84.30 75.95 8.35 10.8% 2.27 2.9% 17% False False 77,569
40 93.07 75.95 17.12 22.1% 2.11 2.7% 8% False False 60,831
60 94.16 75.95 18.21 23.5% 1.88 2.4% 8% False False 48,541
80 99.36 75.95 23.41 30.3% 1.70 2.2% 6% False False 40,389
100 102.53 75.95 26.58 34.3% 1.56 2.0% 5% False False 34,310
120 102.53 75.95 26.58 34.3% 1.43 1.8% 5% False False 29,834
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.71
2.618 86.48
1.618 83.89
1.000 82.29
0.618 81.30
HIGH 79.70
0.618 78.71
0.500 78.41
0.382 78.10
LOW 77.11
0.618 75.51
1.000 74.52
1.618 72.92
2.618 70.33
4.250 66.10
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 78.41 78.40
PP 78.06 78.06
S1 77.72 77.72

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

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