NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 76.75 78.43 1.68 2.2% 80.32
High 78.89 78.44 -0.45 -0.6% 81.93
Low 76.75 77.31 0.56 0.7% 78.99
Close 78.41 77.87 -0.54 -0.7% 80.23
Range 2.14 1.13 -1.01 -47.2% 2.94
ATR 1.77 1.72 -0.05 -2.6% 0.00
Volume 13,702 11,507 -2,195 -16.0% 31,571
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.26 80.70 78.49
R3 80.13 79.57 78.18
R2 79.00 79.00 78.08
R1 78.44 78.44 77.97 78.16
PP 77.87 77.87 77.87 77.73
S1 77.31 77.31 77.77 77.03
S2 76.74 76.74 77.66
S3 75.61 76.18 77.56
S4 74.48 75.05 77.25
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 80.62 76.30 4.32 5.5% 1.80 2.3% 36% False False 9,521
10 81.93 76.30 5.63 7.2% 1.40 1.8% 28% False False 8,596
20 83.92 76.30 7.62 9.8% 1.77 2.3% 21% False False 7,928
40 91.81 76.30 15.51 19.9% 1.53 2.0% 10% False False 6,737
60 94.02 76.30 17.72 22.8% 1.35 1.7% 9% False False 5,343
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 83.24
2.618 81.40
1.618 80.27
1.000 79.57
0.618 79.14
HIGH 78.44
0.618 78.01
0.500 77.88
0.382 77.74
LOW 77.31
0.618 76.61
1.000 76.18
1.618 75.48
2.618 74.35
4.250 72.51
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 77.88 77.78
PP 77.87 77.69
S1 77.87 77.60

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

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