NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 78.45 77.21 -1.24 -1.6% 80.58
High 79.70 77.95 -1.75 -2.2% 80.87
Low 77.11 76.41 -0.70 -0.9% 75.95
Close 77.38 77.87 0.49 0.6% 78.60
Range 2.59 1.54 -1.05 -40.5% 4.92
ATR 2.17 2.13 -0.05 -2.1% 0.00
Volume 111,379 128,201 16,822 15.1% 522,713
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 82.03 81.49 78.72
R3 80.49 79.95 78.29
R2 78.95 78.95 78.15
R1 78.41 78.41 78.01 78.68
PP 77.41 77.41 77.41 77.55
S1 76.87 76.87 77.73 77.14
S2 75.87 75.87 77.59
S3 74.33 75.33 77.45
S4 72.79 73.79 77.02
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 76.41 3.29 4.2% 2.12 2.7% 44% False True 111,762
10 82.57 75.95 6.62 8.5% 2.03 2.6% 29% False False 95,100
20 83.58 75.95 7.63 9.8% 2.14 2.8% 25% False False 81,536
40 93.07 75.95 17.12 22.0% 2.09 2.7% 11% False False 63,522
60 94.16 75.95 18.21 23.4% 1.88 2.4% 11% False False 50,414
80 99.36 75.95 23.41 30.1% 1.70 2.2% 8% False False 41,755
100 102.53 75.95 26.58 34.1% 1.58 2.0% 7% False False 35,538
120 102.53 75.95 26.58 34.1% 1.44 1.8% 7% False False 30,837
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.50
2.618 81.98
1.618 80.44
1.000 79.49
0.618 78.90
HIGH 77.95
0.618 77.36
0.500 77.18
0.382 77.00
LOW 76.41
0.618 75.46
1.000 74.87
1.618 73.92
2.618 72.38
4.250 69.87
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 77.64 78.06
PP 77.41 77.99
S1 77.18 77.93

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

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