NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 75.90 75.54 -0.36 -0.5% 78.45
High 76.16 76.48 0.32 0.4% 79.70
Low 74.75 74.17 -0.58 -0.8% 73.22
Close 75.66 74.64 -1.02 -1.3% 75.82
Range 1.41 2.31 0.90 63.8% 6.48
ATR 2.15 2.16 0.01 0.5% 0.00
Volume 142,710 188,957 46,247 32.4% 743,820
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 82.03 80.64 75.91
R3 79.72 78.33 75.28
R2 77.41 77.41 75.06
R1 76.02 76.02 74.85 75.56
PP 75.10 75.10 75.10 74.87
S1 73.71 73.71 74.43 73.25
S2 72.79 72.79 74.22
S3 70.48 71.40 74.00
S4 68.17 69.09 73.37
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 95.69 92.23 79.38
R3 89.21 85.75 77.60
R2 82.73 82.73 77.01
R1 79.27 79.27 76.41 77.76
PP 76.25 76.25 76.25 75.49
S1 72.79 72.79 75.23 71.28
S2 69.77 69.77 74.63
S3 63.29 66.31 74.04
S4 56.81 59.83 72.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.92 73.22 4.70 6.3% 2.23 3.0% 30% False False 167,181
10 79.70 73.22 6.48 8.7% 2.18 2.9% 22% False False 139,471
20 82.63 73.22 9.41 12.6% 2.05 2.8% 15% False False 106,509
40 93.07 73.22 19.85 26.6% 2.22 3.0% 7% False False 81,580
60 94.16 73.22 20.94 28.1% 1.98 2.7% 7% False False 62,745
80 98.09 73.22 24.87 33.3% 1.78 2.4% 6% False False 51,243
100 101.87 73.22 28.65 38.4% 1.63 2.2% 5% False False 43,464
120 102.53 73.22 29.31 39.3% 1.51 2.0% 5% False False 37,698
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.30
2.618 82.53
1.618 80.22
1.000 78.79
0.618 77.91
HIGH 76.48
0.618 75.60
0.500 75.33
0.382 75.05
LOW 74.17
0.618 72.74
1.000 71.86
1.618 70.43
2.618 68.12
4.250 64.35
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 75.33 74.85
PP 75.10 74.78
S1 74.87 74.71

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

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