NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 74.30 74.27 -0.03 0.0% 78.54
High 75.39 76.33 0.94 1.2% 79.69
Low 74.01 74.15 0.14 0.2% 73.17
Close 74.43 75.85 1.42 1.9% 75.79
Range 1.38 2.18 0.80 58.0% 6.52
ATR 2.04 2.05 0.01 0.5% 0.00
Volume 31,824 67,061 35,237 110.7% 226,499
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.98 81.10 77.05
R3 79.80 78.92 76.45
R2 77.62 77.62 76.25
R1 76.74 76.74 76.05 77.18
PP 75.44 75.44 75.44 75.67
S1 74.56 74.56 75.65 75.00
S2 73.26 73.26 75.45
S3 71.08 72.38 75.25
S4 68.90 70.20 74.65
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 95.78 92.30 79.38
R3 89.26 85.78 77.58
R2 82.74 82.74 76.99
R1 79.26 79.26 76.39 77.74
PP 76.22 76.22 76.22 75.46
S1 72.74 72.74 75.19 71.22
S2 69.70 69.70 74.59
S3 63.18 66.22 74.00
S4 56.66 59.70 72.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.50 73.17 3.33 4.4% 2.03 2.7% 80% False False 45,252
10 79.69 73.17 6.52 8.6% 2.04 2.7% 41% False False 43,279
20 82.32 73.17 9.15 12.1% 1.92 2.5% 29% False False 38,492
40 92.47 73.17 19.30 25.4% 2.12 2.8% 14% False False 32,890
60 93.83 73.17 20.66 27.2% 1.90 2.5% 13% False False 26,720
80 96.27 73.17 23.10 30.5% 1.68 2.2% 12% False False 21,744
100 100.76 73.17 27.59 36.4% 1.54 2.0% 10% False False 18,455
120 101.33 73.17 28.16 37.1% 1.39 1.8% 10% False False 15,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.60
2.618 82.04
1.618 79.86
1.000 78.51
0.618 77.68
HIGH 76.33
0.618 75.50
0.500 75.24
0.382 74.98
LOW 74.15
0.618 72.80
1.000 71.97
1.618 70.62
2.618 68.44
4.250 64.89
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 75.65 75.65
PP 75.44 75.45
S1 75.24 75.26

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

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