NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 74.20 75.85 1.65 2.2% 78.24
High 76.23 76.04 -0.19 -0.2% 79.65
Low 73.17 74.73 1.56 2.1% 73.17
Close 75.80 75.80 0.00 0.0% 75.80
Range 3.06 1.31 -1.75 -57.2% 6.48
ATR 2.08 2.03 -0.06 -2.7% 0.00
Volume 42,736 32,431 -10,305 -24.1% 190,077
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 79.45 78.94 76.52
R3 78.14 77.63 76.16
R2 76.83 76.83 76.04
R1 76.32 76.32 75.92 75.92
PP 75.52 75.52 75.52 75.33
S1 75.01 75.01 75.68 74.61
S2 74.21 74.21 75.56
S3 72.90 73.70 75.44
S4 71.59 72.39 75.08
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 95.65 92.20 79.36
R3 89.17 85.72 77.58
R2 82.69 82.69 76.99
R1 79.24 79.24 76.39 77.73
PP 76.21 76.21 76.21 75.45
S1 72.76 72.76 75.21 71.25
S2 69.73 69.73 74.61
S3 63.25 66.28 74.02
S4 56.77 59.80 72.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.90 73.17 4.73 6.2% 2.01 2.7% 56% False False 35,609
10 79.65 73.17 6.48 8.5% 2.08 2.7% 41% False False 39,269
20 82.19 73.17 9.02 11.9% 1.89 2.5% 29% False False 33,765
40 91.92 73.17 18.75 24.7% 2.01 2.7% 14% False False 35,198
60 93.80 73.17 20.63 27.2% 1.75 2.3% 13% False False 28,916
80 97.39 73.17 24.22 32.0% 1.57 2.1% 11% False False 24,211
100 100.33 73.17 27.16 35.8% 1.43 1.9% 10% False False 21,135
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.61
2.618 79.47
1.618 78.16
1.000 77.35
0.618 76.85
HIGH 76.04
0.618 75.54
0.500 75.39
0.382 75.23
LOW 74.73
0.618 73.92
1.000 73.42
1.618 72.61
2.618 71.30
4.250 69.16
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 75.66 75.57
PP 75.52 75.33
S1 75.39 75.10

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

View Archives - Comment on this page... - Back to Index of Symbols