NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 77.73 78.78 1.05 1.4% 79.91
High 79.13 79.76 0.63 0.8% 80.62
Low 77.41 77.49 0.08 0.1% 76.30
Close 78.68 77.75 -0.93 -1.2% 78.68
Range 1.72 2.27 0.55 32.0% 4.32
ATR 1.72 1.76 0.04 2.3% 0.00
Volume 5,177 10,170 4,993 96.4% 47,138
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 85.14 83.72 79.00
R3 82.87 81.45 78.37
R2 80.60 80.60 78.17
R1 79.18 79.18 77.96 78.76
PP 78.33 78.33 78.33 78.12
S1 76.91 76.91 77.54 76.49
S2 76.06 76.06 77.33
S3 73.79 74.64 77.13
S4 71.52 72.37 76.50
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.49 89.41 81.06
R3 87.17 85.09 79.87
R2 82.85 82.85 79.47
R1 80.77 80.77 79.08 79.65
PP 78.53 78.53 78.53 77.98
S1 76.45 76.45 78.28 75.33
S2 74.21 74.21 77.89
S3 69.89 72.13 77.49
S4 65.57 67.81 76.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.76 76.30 3.46 4.5% 1.89 2.4% 42% True False 10,456
10 81.93 76.30 5.63 7.2% 1.57 2.0% 26% False False 8,225
20 83.21 76.30 6.91 8.9% 1.81 2.3% 21% False False 8,055
40 91.81 76.30 15.51 19.9% 1.58 2.0% 9% False False 6,883
60 93.40 76.30 17.10 22.0% 1.37 1.8% 8% False False 5,544
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 0.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.41
2.618 85.70
1.618 83.43
1.000 82.03
0.618 81.16
HIGH 79.76
0.618 78.89
0.500 78.63
0.382 78.36
LOW 77.49
0.618 76.09
1.000 75.22
1.618 73.82
2.618 71.55
4.250 67.84
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 78.63 78.54
PP 78.33 78.27
S1 78.04 78.01

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

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