NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 26-Nov-2014
Day Change Summary
Previous Current
25-Nov-2014 26-Nov-2014 Change Change % Previous Week
Open 76.00 74.25 -1.75 -2.3% 75.98
High 76.74 74.80 -1.94 -2.5% 77.67
Low 74.18 73.75 -0.43 -0.6% 74.26
Close 74.50 73.98 -0.52 -0.7% 76.81
Range 2.56 1.05 -1.51 -59.0% 3.41
ATR 1.77 1.72 -0.05 -2.9% 0.00
Volume 9,570 11,645 2,075 21.7% 57,158
Daily Pivots for day following 26-Nov-2014
Classic Woodie Camarilla DeMark
R4 77.33 76.70 74.56
R3 76.28 75.65 74.27
R2 75.23 75.23 74.17
R1 74.60 74.60 74.08 74.39
PP 74.18 74.18 74.18 74.07
S1 73.55 73.55 73.88 73.34
S2 73.13 73.13 73.79
S3 72.08 72.50 73.69
S4 71.03 71.45 73.40
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 86.48 85.05 78.69
R3 83.07 81.64 77.75
R2 79.66 79.66 77.44
R1 78.23 78.23 77.12 78.95
PP 76.25 76.25 76.25 76.60
S1 74.82 74.82 76.50 75.54
S2 72.84 72.84 76.18
S3 69.43 71.41 75.87
S4 66.02 68.00 74.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.67 73.75 3.92 5.3% 1.63 2.2% 6% False True 14,390
10 77.67 73.41 4.26 5.8% 1.80 2.4% 13% False False 11,340
20 81.16 73.41 7.75 10.5% 1.70 2.3% 7% False False 10,124
40 87.69 73.41 14.28 19.3% 1.74 2.4% 4% False False 8,820
60 93.24 73.41 19.83 26.8% 1.54 2.1% 3% False False 7,201
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.26
2.618 77.55
1.618 76.50
1.000 75.85
0.618 75.45
HIGH 74.80
0.618 74.40
0.500 74.28
0.382 74.15
LOW 73.75
0.618 73.10
1.000 72.70
1.618 72.05
2.618 71.00
4.250 69.29
Fisher Pivots for day following 26-Nov-2014
Pivot 1 day 3 day
R1 74.28 75.45
PP 74.18 74.96
S1 74.08 74.47

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

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