NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 76.08 75.85 -0.23 -0.3% 78.68
High 76.17 76.83 0.66 0.9% 79.86
Low 74.90 74.79 -0.11 -0.1% 73.43
Close 76.08 75.22 -0.86 -1.1% 75.98
Range 1.27 2.04 0.77 60.6% 6.43
ATR 1.91 1.92 0.01 0.5% 0.00
Volume 35,124 31,593 -3,531 -10.1% 169,733
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.73 80.52 76.34
R3 79.69 78.48 75.78
R2 77.65 77.65 75.59
R1 76.44 76.44 75.41 76.03
PP 75.61 75.61 75.61 75.41
S1 74.40 74.40 75.03 73.99
S2 73.57 73.57 74.85
S3 71.53 72.36 74.66
S4 69.49 70.32 74.10
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 77.91 73.43 4.48 6.0% 2.07 2.7% 40% False False 32,956
10 79.86 73.43 6.43 8.5% 1.90 2.5% 28% False False 36,889
20 81.92 73.43 8.49 11.3% 1.79 2.4% 21% False False 33,270
40 90.62 73.43 17.19 22.9% 1.89 2.5% 10% False False 34,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.50
2.618 82.17
1.618 80.13
1.000 78.87
0.618 78.09
HIGH 76.83
0.618 76.05
0.500 75.81
0.382 75.57
LOW 74.79
0.618 73.53
1.000 72.75
1.618 71.49
2.618 69.45
4.250 66.12
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 75.81 75.19
PP 75.61 75.16
S1 75.42 75.13

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

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