NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 80.22 79.91 -0.31 -0.4% 80.32
High 80.23 80.62 0.39 0.5% 81.93
Low 78.99 78.33 -0.66 -0.8% 78.99
Close 80.23 78.86 -1.37 -1.7% 80.23
Range 1.24 2.29 1.05 84.7% 2.94
ATR 1.63 1.67 0.05 2.9% 0.00
Volume 5,648 5,028 -620 -11.0% 31,571
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 86.14 84.79 80.12
R3 83.85 82.50 79.49
R2 81.56 81.56 79.28
R1 80.21 80.21 79.07 79.74
PP 79.27 79.27 79.27 79.04
S1 77.92 77.92 78.65 77.45
S2 76.98 76.98 78.44
S3 74.69 75.63 78.23
S4 72.40 73.34 77.60
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.20 87.66 81.85
R3 86.26 84.72 81.04
R2 83.32 83.32 80.77
R1 81.78 81.78 80.50 81.08
PP 80.38 80.38 80.38 80.04
S1 78.84 78.84 79.96 78.14
S2 77.44 77.44 79.69
S3 74.50 75.90 79.42
S4 71.56 72.96 78.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.93 78.33 3.60 4.6% 1.25 1.6% 15% False True 5,995
10 81.93 78.33 3.60 4.6% 1.36 1.7% 15% False True 6,799
20 86.50 77.95 8.55 10.8% 1.74 2.2% 11% False False 7,224
40 91.81 77.95 13.86 17.6% 1.50 1.9% 7% False False 6,080
60 94.65 77.95 16.70 21.2% 1.29 1.6% 5% False False 4,850
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 90.35
2.618 86.62
1.618 84.33
1.000 82.91
0.618 82.04
HIGH 80.62
0.618 79.75
0.500 79.48
0.382 79.20
LOW 78.33
0.618 76.91
1.000 76.04
1.618 74.62
2.618 72.33
4.250 68.60
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 79.48 79.75
PP 79.27 79.45
S1 79.07 79.16

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

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