NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 75.85 74.89 -0.96 -1.3% 78.68
High 76.83 75.73 -1.10 -1.4% 79.86
Low 74.79 74.54 -0.25 -0.3% 73.43
Close 75.22 74.70 -0.52 -0.7% 75.98
Range 2.04 1.19 -0.85 -41.7% 6.43
ATR 1.92 1.86 -0.05 -2.7% 0.00
Volume 31,593 28,834 -2,759 -8.7% 169,733
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 78.56 77.82 75.35
R3 77.37 76.63 75.03
R2 76.18 76.18 74.92
R1 75.44 75.44 74.81 75.22
PP 74.99 74.99 74.99 74.88
S1 74.25 74.25 74.59 74.03
S2 73.80 73.80 74.48
S3 72.61 73.06 74.37
S4 71.42 71.87 74.05
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 77.22 73.43 3.79 5.1% 2.09 2.8% 34% False False 32,758
10 79.86 73.43 6.43 8.6% 1.78 2.4% 20% False False 33,900
20 81.92 73.43 8.49 11.4% 1.75 2.3% 15% False False 33,310
40 90.62 73.43 17.19 23.0% 1.89 2.5% 7% False False 34,554
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.79
2.618 78.85
1.618 77.66
1.000 76.92
0.618 76.47
HIGH 75.73
0.618 75.28
0.500 75.14
0.382 74.99
LOW 74.54
0.618 73.80
1.000 73.35
1.618 72.61
2.618 71.42
4.250 69.48
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 75.14 75.69
PP 74.99 75.36
S1 74.85 75.03

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

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