NYMEX Light Sweet Crude Oil Future June 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 77.66 77.78 0.12 0.2% 80.13
High 78.20 77.91 -0.29 -0.4% 80.73
Low 77.04 76.83 -0.21 -0.3% 76.44
Close 78.16 77.36 -0.80 -1.0% 78.78
Range 1.16 1.08 -0.08 -6.9% 4.29
ATR 1.82 1.78 -0.03 -1.9% 0.00
Volume 33,353 29,821 -3,532 -10.6% 193,708
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 80.61 80.06 77.95
R3 79.53 78.98 77.66
R2 78.45 78.45 77.56
R1 77.90 77.90 77.46 77.64
PP 77.37 77.37 77.37 77.23
S1 76.82 76.82 77.26 76.56
S2 76.29 76.29 77.16
S3 75.21 75.74 77.06
S4 74.13 74.66 76.77
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.52 89.44 81.14
R3 87.23 85.15 79.96
R2 82.94 82.94 79.57
R1 80.86 80.86 79.17 79.76
PP 78.65 78.65 78.65 78.10
S1 76.57 76.57 78.39 75.47
S2 74.36 74.36 77.99
S3 70.07 72.28 77.60
S4 65.78 67.99 76.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.86 76.83 3.03 3.9% 1.48 1.9% 17% False True 35,042
10 81.21 76.44 4.77 6.2% 1.70 2.2% 19% False False 34,798
20 82.17 76.44 5.73 7.4% 1.81 2.3% 16% False False 34,382
40 91.35 76.44 14.91 19.3% 1.76 2.3% 6% False False 32,594
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 82.50
2.618 80.74
1.618 79.66
1.000 78.99
0.618 78.58
HIGH 77.91
0.618 77.50
0.500 77.37
0.382 77.24
LOW 76.83
0.618 76.16
1.000 75.75
1.618 75.08
2.618 74.00
4.250 72.24
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 77.37 78.35
PP 77.37 78.02
S1 77.36 77.69

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

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