NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 76.71 75.96 -0.75 -1.0% 75.95
High 77.14 76.71 -0.43 -0.6% 77.75
Low 75.83 74.05 -1.78 -2.3% 74.09
Close 76.07 74.37 -1.70 -2.2% 76.74
Range 1.31 2.66 1.35 103.1% 3.66
ATR 1.88 1.93 0.06 3.0% 0.00
Volume 19,626 10,772 -8,854 -45.1% 83,287
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 83.02 81.36 75.83
R3 80.36 78.70 75.10
R2 77.70 77.70 74.86
R1 76.04 76.04 74.61 75.54
PP 75.04 75.04 75.04 74.80
S1 73.38 73.38 74.13 72.88
S2 72.38 72.38 73.88
S3 69.72 70.72 73.64
S4 67.06 68.06 72.91
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 74.05 3.70 5.0% 1.88 2.5% 9% False True 17,543
10 77.80 73.29 4.51 6.1% 1.96 2.6% 24% False False 16,236
20 82.03 73.29 8.74 11.8% 1.86 2.5% 12% False False 15,643
40 89.72 73.29 16.43 22.1% 1.95 2.6% 7% False False 13,943
60 93.43 73.29 20.14 27.1% 1.72 2.3% 5% False False 11,176
80 95.01 73.29 21.72 29.2% 1.50 2.0% 5% False False 9,157
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 0.48
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 88.02
2.618 83.67
1.618 81.01
1.000 79.37
0.618 78.35
HIGH 76.71
0.618 75.69
0.500 75.38
0.382 75.07
LOW 74.05
0.618 72.41
1.000 71.39
1.618 69.75
2.618 67.09
4.250 62.75
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 75.38 75.90
PP 75.04 75.39
S1 74.71 74.88

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

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