NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 78.43 77.38 -1.05 -1.3% 80.27
High 78.59 78.91 0.32 0.4% 81.92
Low 76.44 76.60 0.16 0.2% 78.83
Close 77.43 78.39 0.96 1.2% 80.22
Range 2.15 2.31 0.16 7.4% 3.09
ATR 1.87 1.90 0.03 1.7% 0.00
Volume 33,569 58,730 25,161 75.0% 129,592
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.90 83.95 79.66
R3 82.59 81.64 79.03
R2 80.28 80.28 78.81
R1 79.33 79.33 78.60 79.81
PP 77.97 77.97 77.97 78.20
S1 77.02 77.02 78.18 77.50
S2 75.66 75.66 77.97
S3 73.35 74.71 77.75
S4 71.04 72.40 77.12
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.59 88.00 81.92
R3 86.50 84.91 81.07
R2 83.41 83.41 80.79
R1 81.82 81.82 80.50 81.07
PP 80.32 80.32 80.32 79.95
S1 78.73 78.73 79.94 77.98
S2 77.23 77.23 79.65
S3 74.14 75.64 79.37
S4 71.05 72.55 78.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.21 76.44 4.77 6.1% 1.92 2.4% 41% False False 34,555
10 81.92 76.44 5.48 7.0% 1.71 2.2% 36% False False 32,721
20 85.49 76.44 9.05 11.5% 2.10 2.7% 22% False False 35,083
40 91.94 76.44 15.50 19.8% 1.76 2.2% 13% False False 30,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.73
2.618 84.96
1.618 82.65
1.000 81.22
0.618 80.34
HIGH 78.91
0.618 78.03
0.500 77.76
0.382 77.48
LOW 76.60
0.618 75.17
1.000 74.29
1.618 72.86
2.618 70.55
4.250 66.78
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 78.18 78.59
PP 77.97 78.52
S1 77.76 78.46

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

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