NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 77.27 76.76 -0.51 -0.7% 80.21
High 77.78 77.02 -0.76 -1.0% 80.75
Low 76.60 73.95 -2.65 -3.5% 76.14
Close 77.13 74.06 -3.07 -4.0% 78.54
Range 1.18 3.07 1.89 160.2% 4.61
ATR 1.92 2.01 0.09 4.7% 0.00
Volume 36,697 34,361 -2,336 -6.4% 196,637
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.22 82.21 75.75
R3 81.15 79.14 74.90
R2 78.08 78.08 74.62
R1 76.07 76.07 74.34 75.54
PP 75.01 75.01 75.01 74.75
S1 73.00 73.00 73.78 72.47
S2 71.94 71.94 73.50
S3 68.87 69.93 73.22
S4 65.80 66.86 72.37
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 73.95 5.70 7.7% 1.98 2.7% 2% False True 35,743
10 80.75 73.95 6.80 9.2% 2.06 2.8% 2% False True 36,323
20 82.50 73.95 8.55 11.5% 1.86 2.5% 1% False True 34,148
40 91.92 73.95 17.97 24.3% 1.96 2.6% 1% False True 34,222
60 93.80 73.95 19.85 26.8% 1.72 2.3% 1% False True 28,013
80 97.98 73.95 24.03 32.4% 1.53 2.1% 0% False True 23,560
100 100.52 73.95 26.57 35.9% 1.40 1.9% 0% False True 20,543
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 0.46
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 90.07
2.618 85.06
1.618 81.99
1.000 80.09
0.618 78.92
HIGH 77.02
0.618 75.85
0.500 75.49
0.382 75.12
LOW 73.95
0.618 72.05
1.000 70.88
1.618 68.98
2.618 65.91
4.250 60.90
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 75.49 75.93
PP 75.01 75.30
S1 74.54 74.68

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

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