NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 74.60 74.36 -0.24 -0.3% 78.85
High 75.51 76.20 0.69 0.9% 79.70
Low 74.36 74.09 -0.27 -0.4% 73.29
Close 74.43 75.82 1.39 1.9% 75.86
Range 1.15 2.11 0.96 83.5% 6.41
ATR 1.88 1.90 0.02 0.9% 0.00
Volume 10,356 26,474 16,118 155.6% 84,629
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.70 80.87 76.98
R3 79.59 78.76 76.40
R2 77.48 77.48 76.21
R1 76.65 76.65 76.01 77.07
PP 75.37 75.37 75.37 75.58
S1 74.54 74.54 75.63 74.96
S2 73.26 73.26 75.43
S3 71.15 72.43 75.24
S4 69.04 70.32 74.66
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 76.61 73.29 3.32 4.4% 1.90 2.5% 76% False False 15,930
10 79.70 73.29 6.41 8.5% 1.87 2.5% 39% False False 16,026
20 82.03 73.29 8.74 11.5% 1.73 2.3% 29% False False 14,872
40 91.36 73.29 18.07 23.8% 1.92 2.5% 14% False False 13,328
60 93.50 73.29 20.21 26.7% 1.67 2.2% 13% False False 10,555
80 95.28 73.29 21.99 29.0% 1.45 1.9% 12% False False 8,611
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.17
2.618 81.72
1.618 79.61
1.000 78.31
0.618 77.50
HIGH 76.20
0.618 75.39
0.500 75.15
0.382 74.90
LOW 74.09
0.618 72.79
1.000 71.98
1.618 70.68
2.618 68.57
4.250 65.12
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 75.60 75.66
PP 75.37 75.51
S1 75.15 75.35

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

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