NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 80.49 80.21 -0.28 -0.3% 80.56
High 80.75 80.75 0.00 0.0% 82.19
Low 79.06 78.24 -0.82 -1.0% 78.96
Close 80.31 78.85 -1.46 -1.8% 80.31
Range 1.69 2.51 0.82 48.5% 3.23
ATR 1.88 1.93 0.04 2.4% 0.00
Volume 19,260 26,451 7,191 37.3% 118,210
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 86.81 85.34 80.23
R3 84.30 82.83 79.54
R2 81.79 81.79 79.31
R1 80.32 80.32 79.08 79.80
PP 79.28 79.28 79.28 79.02
S1 77.81 77.81 78.62 77.29
S2 76.77 76.77 78.39
S3 74.26 75.30 78.16
S4 71.75 72.79 77.47
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.18 88.47 82.09
R3 86.95 85.24 81.20
R2 83.72 83.72 80.90
R1 82.01 82.01 80.61 81.25
PP 80.49 80.49 80.49 80.11
S1 78.78 78.78 80.01 78.02
S2 77.26 77.26 79.72
S3 74.03 75.55 79.42
S4 70.80 72.32 78.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.19 78.24 3.95 5.0% 1.55 2.0% 15% False True 23,884
10 82.19 78.24 3.95 5.0% 1.70 2.2% 15% False True 28,262
20 87.79 77.89 9.90 12.6% 2.12 2.7% 10% False False 34,340
40 92.32 77.89 14.43 18.3% 1.84 2.3% 7% False False 30,466
60 95.38 77.89 17.49 22.2% 1.59 2.0% 5% False False 24,031
80 98.02 77.89 20.13 25.5% 1.43 1.8% 5% False False 20,701
100 100.52 77.89 22.63 28.7% 1.30 1.6% 4% False False 18,053
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 0.22
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 91.42
2.618 87.32
1.618 84.81
1.000 83.26
0.618 82.30
HIGH 80.75
0.618 79.79
0.500 79.50
0.382 79.20
LOW 78.24
0.618 76.69
1.000 75.73
1.618 74.18
2.618 71.67
4.250 67.57
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 79.50 79.84
PP 79.28 79.51
S1 79.07 79.18

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

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