NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 76.62 75.51 -1.11 -1.4% 75.90
High 77.02 76.58 -0.44 -0.6% 77.83
Low 75.45 73.71 -1.74 -2.3% 73.92
Close 75.78 74.09 -1.69 -2.2% 76.51
Range 1.57 2.87 1.30 82.8% 3.91
ATR 2.09 2.14 0.06 2.7% 0.00
Volume 194,751 294,447 99,696 51.2% 1,195,557
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 83.40 81.62 75.67
R3 80.53 78.75 74.88
R2 77.66 77.66 74.62
R1 75.88 75.88 74.35 75.34
PP 74.79 74.79 74.79 74.52
S1 73.01 73.01 73.83 72.47
S2 71.92 71.92 73.56
S3 69.05 70.14 73.30
S4 66.18 67.27 72.51
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 87.82 86.07 78.66
R3 83.91 82.16 77.59
R2 80.00 80.00 77.23
R1 78.25 78.25 76.87 79.13
PP 76.09 76.09 76.09 76.52
S1 74.34 74.34 76.15 75.22
S2 72.18 72.18 75.79
S3 68.27 70.43 75.43
S4 64.36 66.52 74.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.83 73.71 4.12 5.6% 2.06 2.8% 9% False True 270,617
10 77.92 73.22 4.70 6.3% 2.15 2.9% 19% False False 218,899
20 82.57 73.22 9.35 12.6% 2.09 2.8% 9% False False 157,000
40 91.28 73.22 18.06 24.4% 2.24 3.0% 5% False False 110,495
60 94.16 73.22 20.94 28.3% 2.06 2.8% 4% False False 83,867
80 96.50 73.22 23.28 31.4% 1.83 2.5% 4% False False 67,288
100 100.38 73.22 27.16 36.7% 1.70 2.3% 3% False False 56,646
120 102.53 73.22 29.31 39.6% 1.56 2.1% 3% False False 48,597
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 0.56
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 88.78
2.618 84.09
1.618 81.22
1.000 79.45
0.618 78.35
HIGH 76.58
0.618 75.48
0.500 75.15
0.382 74.81
LOW 73.71
0.618 71.94
1.000 70.84
1.618 69.07
2.618 66.20
4.250 61.51
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 75.15 75.77
PP 74.79 75.21
S1 74.44 74.65

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

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