NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 76.96 74.25 -2.71 -3.5% 78.78
High 76.96 76.10 -0.86 -1.1% 79.76
Low 74.10 73.41 -0.69 -0.9% 73.41
Close 74.19 75.92 1.73 2.3% 75.92
Range 2.86 2.69 -0.17 -5.9% 6.35
ATR 1.78 1.84 0.07 3.7% 0.00
Volume 9,697 9,405 -292 -3.0% 45,794
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 83.21 82.26 77.40
R3 80.52 79.57 76.66
R2 77.83 77.83 76.41
R1 76.88 76.88 76.17 77.36
PP 75.14 75.14 75.14 75.38
S1 74.19 74.19 75.67 74.67
S2 72.45 72.45 75.43
S3 69.76 71.50 75.18
S4 67.07 68.81 74.44
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 95.41 92.02 79.41
R3 89.06 85.67 77.67
R2 82.71 82.71 77.08
R1 79.32 79.32 76.50 77.84
PP 76.36 76.36 76.36 75.63
S1 72.97 72.97 75.34 71.49
S2 70.01 70.01 74.76
S3 63.66 66.62 74.17
S4 57.31 60.27 72.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.76 73.41 6.35 8.4% 1.97 2.6% 40% False True 9,158
10 80.62 73.41 7.21 9.5% 1.93 2.5% 35% False True 9,293
20 81.93 73.41 8.52 11.2% 1.61 2.1% 29% False True 8,040
40 90.94 73.41 17.53 23.1% 1.68 2.2% 14% False True 7,541
60 93.40 73.41 19.99 26.3% 1.44 1.9% 13% False True 5,990
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.53
2.618 83.14
1.618 80.45
1.000 78.79
0.618 77.76
HIGH 76.10
0.618 75.07
0.500 74.76
0.382 74.44
LOW 73.41
0.618 71.75
1.000 70.72
1.618 69.06
2.618 66.37
4.250 61.98
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 75.53 75.82
PP 75.14 75.72
S1 74.76 75.62

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

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