NYMEX Light Sweet Crude Oil Future June 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 77.16 74.34 -2.82 -3.7% 78.68
High 77.22 76.35 -0.87 -1.1% 79.86
Low 74.19 73.43 -0.76 -1.0% 73.43
Close 74.30 75.98 1.68 2.3% 75.98
Range 3.03 2.92 -0.11 -3.6% 6.43
ATR 1.88 1.96 0.07 3.9% 0.00
Volume 30,910 37,332 6,422 20.8% 169,733
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.01 82.92 77.59
R3 81.09 80.00 76.78
R2 78.17 78.17 76.52
R1 77.08 77.08 76.25 77.63
PP 75.25 75.25 75.25 75.53
S1 74.16 74.16 75.71 74.71
S2 72.33 72.33 75.44
S3 69.41 71.24 75.18
S4 66.49 68.32 74.37
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 95.71 92.28 79.52
R3 89.28 85.85 77.75
R2 82.85 82.85 77.16
R1 79.42 79.42 76.57 77.92
PP 76.42 76.42 76.42 75.68
S1 72.99 72.99 75.39 71.49
S2 69.99 69.99 74.80
S3 63.56 66.56 74.21
S4 57.13 60.13 72.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.86 73.43 6.43 8.5% 2.08 2.7% 40% False True 33,946
10 80.73 73.43 7.30 9.6% 2.02 2.7% 35% False True 36,344
20 81.92 73.43 8.49 11.2% 1.79 2.4% 30% False True 32,533
40 90.62 73.43 17.19 22.6% 1.86 2.5% 15% False True 33,431
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.76
2.618 83.99
1.618 81.07
1.000 79.27
0.618 78.15
HIGH 76.35
0.618 75.23
0.500 74.89
0.382 74.55
LOW 73.43
0.618 71.63
1.000 70.51
1.618 68.71
2.618 65.79
4.250 61.02
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 75.62 75.88
PP 75.25 75.77
S1 74.89 75.67

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

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