NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 76.80 74.25 -2.55 -3.3% 78.85
High 76.80 76.28 -0.52 -0.7% 79.70
Low 73.99 73.29 -0.70 -0.9% 73.29
Close 74.11 75.86 1.75 2.4% 75.86
Range 2.81 2.99 0.18 6.4% 6.41
ATR 1.91 1.99 0.08 4.0% 0.00
Volume 16,176 16,852 676 4.2% 84,629
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.11 82.98 77.50
R3 81.12 79.99 76.68
R2 78.13 78.13 76.41
R1 77.00 77.00 76.13 77.57
PP 75.14 75.14 75.14 75.43
S1 74.01 74.01 75.59 74.58
S2 72.15 72.15 75.31
S3 69.16 71.02 75.04
S4 66.17 68.03 74.22
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 95.51 92.10 79.39
R3 89.10 85.69 77.62
R2 82.69 82.69 77.04
R1 79.28 79.28 76.45 77.78
PP 76.28 76.28 76.28 75.54
S1 72.87 72.87 75.27 71.37
S2 69.87 69.87 74.68
S3 63.46 66.46 74.10
S4 57.05 60.05 72.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.70 73.29 6.41 8.4% 2.11 2.8% 40% False True 16,925
10 80.73 73.29 7.44 9.8% 2.09 2.7% 35% False True 16,862
20 82.03 73.29 8.74 11.5% 1.82 2.4% 29% False True 13,896
40 91.36 73.29 18.07 23.8% 1.88 2.5% 14% False True 12,382
60 93.50 73.29 20.21 26.6% 1.60 2.1% 13% False True 9,706
80 97.06 73.29 23.77 31.3% 1.42 1.9% 11% False True 7,985
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 0.40
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 88.99
2.618 84.11
1.618 81.12
1.000 79.27
0.618 78.13
HIGH 76.28
0.618 75.14
0.500 74.79
0.382 74.43
LOW 73.29
0.618 71.44
1.000 70.30
1.618 68.45
2.618 65.46
4.250 60.58
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 75.50 75.76
PP 75.14 75.65
S1 74.79 75.55

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

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