NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 75.96 74.08 -1.88 -2.5% 75.95
High 76.71 74.54 -2.17 -2.8% 77.75
Low 74.05 73.60 -0.45 -0.6% 74.09
Close 74.37 73.90 -0.47 -0.6% 76.74
Range 2.66 0.94 -1.72 -64.7% 3.66
ATR 1.93 1.86 -0.07 -3.7% 0.00
Volume 10,772 13,124 2,352 21.8% 83,287
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 76.83 76.31 74.42
R3 75.89 75.37 74.16
R2 74.95 74.95 74.07
R1 74.43 74.43 73.99 74.22
PP 74.01 74.01 74.01 73.91
S1 73.49 73.49 73.81 73.28
S2 73.07 73.07 73.73
S3 72.13 72.55 73.64
S4 71.19 71.61 73.38
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 73.60 4.15 5.6% 1.84 2.5% 7% False True 18,096
10 77.75 73.29 4.46 6.0% 1.94 2.6% 14% False False 15,983
20 81.27 73.29 7.98 10.8% 1.85 2.5% 8% False False 15,825
40 88.00 73.29 14.71 19.9% 1.93 2.6% 4% False False 13,993
60 93.32 73.29 20.03 27.1% 1.71 2.3% 3% False False 11,300
80 95.01 73.29 21.72 29.4% 1.50 2.0% 3% False False 9,301
100 97.89 73.29 24.60 33.3% 1.37 1.9% 2% False False 7,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 78.54
2.618 77.00
1.618 76.06
1.000 75.48
0.618 75.12
HIGH 74.54
0.618 74.18
0.500 74.07
0.382 73.96
LOW 73.60
0.618 73.02
1.000 72.66
1.618 72.08
2.618 71.14
4.250 69.61
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 74.07 75.37
PP 74.01 74.88
S1 73.96 74.39

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

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