NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 74.36 76.50 2.14 2.9% 75.95
High 76.20 77.75 1.55 2.0% 77.75
Low 74.09 75.59 1.50 2.0% 74.09
Close 75.82 76.74 0.92 1.2% 76.74
Range 2.11 2.16 0.05 2.4% 3.66
ATR 1.90 1.92 0.02 1.0% 0.00
Volume 26,474 20,487 -5,987 -22.6% 83,287
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 83.17 82.12 77.93
R3 81.01 79.96 77.33
R2 78.85 78.85 77.14
R1 77.80 77.80 76.94 78.33
PP 76.69 76.69 76.69 76.96
S1 75.64 75.64 76.54 76.17
S2 74.53 74.53 76.34
S3 72.37 73.48 76.15
S4 70.21 71.32 75.55
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 87.17 85.62 78.75
R3 83.51 81.96 77.75
R2 79.85 79.85 77.41
R1 78.30 78.30 77.08 79.08
PP 76.19 76.19 76.19 76.58
S1 74.64 74.64 76.40 75.42
S2 72.53 72.53 76.07
S3 68.87 70.98 75.73
S4 65.21 67.32 74.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.75 74.09 3.66 4.8% 1.73 2.3% 72% True False 16,657
10 79.70 73.29 6.41 8.4% 1.92 2.5% 54% False False 16,791
20 82.03 73.29 8.74 11.4% 1.79 2.3% 39% False False 15,013
40 91.36 73.29 18.07 23.5% 1.96 2.5% 19% False False 13,572
60 93.50 73.29 20.21 26.3% 1.70 2.2% 17% False False 10,835
80 95.01 73.29 21.72 28.3% 1.47 1.9% 16% False False 8,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.93
2.618 83.40
1.618 81.24
1.000 79.91
0.618 79.08
HIGH 77.75
0.618 76.92
0.500 76.67
0.382 76.42
LOW 75.59
0.618 74.26
1.000 73.43
1.618 72.10
2.618 69.94
4.250 66.41
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 76.72 76.47
PP 76.69 76.19
S1 76.67 75.92

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

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