NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 73.87 72.70 -1.17 -1.6% 76.62
High 74.48 73.56 -0.92 -1.2% 77.02
Low 73.30 65.69 -7.61 -10.4% 65.69
Close 73.69 66.15 -7.54 -10.2% 66.15
Range 1.18 7.87 6.69 566.9% 11.33
ATR 2.07 2.50 0.42 20.4% 0.00
Volume 258,382 552,882 294,500 114.0% 1,300,462
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 92.08 86.98 70.48
R3 84.21 79.11 68.31
R2 76.34 76.34 67.59
R1 71.24 71.24 66.87 69.86
PP 68.47 68.47 68.47 67.77
S1 63.37 63.37 65.43 61.99
S2 60.60 60.60 64.71
S3 52.73 55.50 63.99
S4 44.86 47.63 61.82
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 103.61 96.21 72.38
R3 92.28 84.88 69.27
R2 80.95 80.95 68.23
R1 73.55 73.55 67.19 71.59
PP 69.62 69.62 69.62 68.64
S1 62.22 62.22 65.11 60.26
S2 58.29 58.29 64.07
S3 46.96 50.89 63.03
S4 35.63 39.56 59.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.83 65.69 12.14 18.4% 3.14 4.7% 4% False True 315,155
10 77.83 65.69 12.14 18.4% 2.61 4.0% 4% False True 264,788
20 81.04 65.69 15.35 23.2% 2.41 3.6% 3% False True 191,344
40 89.69 65.69 24.00 36.3% 2.33 3.5% 2% False True 127,866
60 93.53 65.69 27.84 42.1% 2.15 3.3% 2% False True 96,407
80 96.50 65.69 30.81 46.6% 1.92 2.9% 1% False True 77,061
100 99.69 65.69 34.00 51.4% 1.77 2.7% 1% False True 64,605
120 102.53 65.69 36.84 55.7% 1.62 2.5% 1% False True 55,173
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 0.63
Widest range in 160 trading days
Fibonacci Retracements and Extensions
4.250 107.01
2.618 94.16
1.618 86.29
1.000 81.43
0.618 78.42
HIGH 73.56
0.618 70.55
0.500 69.63
0.382 68.70
LOW 65.69
0.618 60.83
1.000 57.82
1.618 52.96
2.618 45.09
4.250 32.24
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 69.63 71.14
PP 68.47 69.47
S1 67.31 67.81

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

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