NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 77.32 76.96 -0.36 -0.5% 79.91
High 77.82 76.96 -0.86 -1.1% 80.62
Low 77.00 74.10 -2.90 -3.8% 76.30
Close 77.27 74.19 -3.08 -4.0% 78.68
Range 0.82 2.86 2.04 248.8% 4.32
ATR 1.67 1.78 0.11 6.4% 0.00
Volume 7,483 9,697 2,214 29.6% 47,138
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 83.66 81.79 75.76
R3 80.80 78.93 74.98
R2 77.94 77.94 74.71
R1 76.07 76.07 74.45 75.58
PP 75.08 75.08 75.08 74.84
S1 73.21 73.21 73.93 72.72
S2 72.22 72.22 73.67
S3 69.36 70.35 73.40
S4 66.50 67.49 72.62
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 74.10 5.66 7.6% 1.77 2.4% 2% False True 8,313
10 80.62 74.10 6.52 8.8% 1.79 2.4% 1% False True 8,917
20 82.00 74.10 7.90 10.6% 1.56 2.1% 1% False True 8,075
40 90.94 74.10 16.84 22.7% 1.63 2.2% 1% False True 7,358
60 93.40 74.10 19.30 26.0% 1.42 1.9% 0% False True 5,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 89.12
2.618 84.45
1.618 81.59
1.000 79.82
0.618 78.73
HIGH 76.96
0.618 75.87
0.500 75.53
0.382 75.19
LOW 74.10
0.618 72.33
1.000 71.24
1.618 69.47
2.618 66.61
4.250 61.95
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 75.53 76.09
PP 75.08 75.46
S1 74.64 74.82

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

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