NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 78.24 77.24 -1.00 -1.3% 80.21
High 79.65 77.90 -1.75 -2.2% 80.75
Low 77.16 76.46 -0.70 -0.9% 76.14
Close 77.44 77.86 0.42 0.5% 78.54
Range 2.49 1.44 -1.05 -42.2% 4.61
ATR 2.01 1.97 -0.04 -2.0% 0.00
Volume 44,459 31,824 -12,635 -28.4% 196,637
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.73 81.23 78.65
R3 80.29 79.79 78.26
R2 78.85 78.85 78.12
R1 78.35 78.35 77.99 78.60
PP 77.41 77.41 77.41 77.53
S1 76.91 76.91 77.73 77.16
S2 75.97 75.97 77.60
S3 74.53 75.47 77.46
S4 73.09 74.03 77.07
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 92.31 90.03 81.08
R3 87.70 85.42 79.81
R2 83.09 83.09 79.39
R1 80.81 80.81 78.96 79.65
PP 78.48 78.48 78.48 77.89
S1 76.20 76.20 78.12 75.04
S2 73.87 73.87 77.69
S3 69.26 71.59 77.27
S4 64.65 66.98 76.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.65 76.46 3.19 4.1% 1.95 2.5% 44% False True 41,970
10 82.19 76.14 6.05 7.8% 1.89 2.4% 28% False False 34,383
20 82.58 76.14 6.44 8.3% 2.00 2.6% 27% False False 35,601
40 92.27 76.14 16.13 20.7% 1.91 2.5% 11% False False 33,328
60 93.80 76.14 17.66 22.7% 1.67 2.1% 10% False False 27,167
80 98.02 76.14 21.88 28.1% 1.50 1.9% 8% False False 22,914
100 100.52 76.14 24.38 31.3% 1.38 1.8% 7% False False 19,922
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.02
2.618 81.67
1.618 80.23
1.000 79.34
0.618 78.79
HIGH 77.90
0.618 77.35
0.500 77.18
0.382 77.01
LOW 76.46
0.618 75.57
1.000 75.02
1.618 74.13
2.618 72.69
4.250 70.34
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 77.63 78.06
PP 77.41 77.99
S1 77.18 77.93

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

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