NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 77.65 77.32 -0.33 -0.4% 79.91
High 78.08 77.82 -0.26 -0.3% 80.62
Low 76.88 77.00 0.12 0.2% 76.30
Close 78.05 77.27 -0.78 -1.0% 78.68
Range 1.20 0.82 -0.38 -31.7% 4.32
ATR 1.72 1.67 -0.05 -2.8% 0.00
Volume 9,039 7,483 -1,556 -17.2% 47,138
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 79.82 79.37 77.72
R3 79.00 78.55 77.50
R2 78.18 78.18 77.42
R1 77.73 77.73 77.35 77.55
PP 77.36 77.36 77.36 77.27
S1 76.91 76.91 77.19 76.73
S2 76.54 76.54 77.12
S3 75.72 76.09 77.04
S4 74.90 75.27 76.82
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 76.88 2.88 3.7% 1.43 1.8% 14% False False 8,675
10 81.16 76.30 4.86 6.3% 1.60 2.1% 20% False False 8,908
20 82.02 76.30 5.72 7.4% 1.62 2.1% 17% False False 8,045
40 91.45 76.30 15.15 19.6% 1.58 2.0% 6% False False 7,171
60 93.40 76.30 17.10 22.1% 1.38 1.8% 6% False False 5,741
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.31
2.618 79.97
1.618 79.15
1.000 78.64
0.618 78.33
HIGH 77.82
0.618 77.51
0.500 77.41
0.382 77.31
LOW 77.00
0.618 76.49
1.000 76.18
1.618 75.67
2.618 74.85
4.250 73.52
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 77.41 78.32
PP 77.36 77.97
S1 77.32 77.62

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

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