NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 78.45 77.30 -1.15 -1.5% 80.56
High 78.53 79.01 0.48 0.6% 82.19
Low 76.14 76.48 0.34 0.4% 78.96
Close 77.24 78.51 1.27 1.6% 80.31
Range 2.39 2.53 0.14 5.9% 3.23
ATR 1.98 2.02 0.04 2.0% 0.00
Volume 36,616 47,939 11,323 30.9% 118,210
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 85.59 84.58 79.90
R3 83.06 82.05 79.21
R2 80.53 80.53 78.97
R1 79.52 79.52 78.74 80.03
PP 78.00 78.00 78.00 78.25
S1 76.99 76.99 78.28 77.50
S2 75.47 75.47 78.05
S3 72.94 74.46 77.81
S4 70.41 71.93 77.12
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 81.43 76.14 5.29 6.7% 2.06 2.6% 45% False False 32,118
10 82.19 76.14 6.05 7.7% 1.80 2.3% 39% False False 30,251
20 86.05 76.14 9.91 12.6% 2.21 2.8% 24% False False 35,230
40 92.32 76.14 16.18 20.6% 1.90 2.4% 15% False False 31,657
60 95.10 76.14 18.96 24.1% 1.64 2.1% 13% False False 25,165
80 98.02 76.14 21.88 27.9% 1.46 1.9% 11% False False 21,523
100 100.52 76.14 24.38 31.1% 1.33 1.7% 10% False False 18,650
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 0.24
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 89.76
2.618 85.63
1.618 83.10
1.000 81.54
0.618 80.57
HIGH 79.01
0.618 78.04
0.500 77.75
0.382 77.45
LOW 76.48
0.618 74.92
1.000 73.95
1.618 72.39
2.618 69.86
4.250 65.73
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 78.26 78.49
PP 78.00 78.47
S1 77.75 78.45

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

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