NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 74.89 74.68 -0.21 -0.3% 78.68
High 75.73 76.28 0.55 0.7% 79.86
Low 74.54 74.27 -0.27 -0.4% 73.43
Close 74.70 75.86 1.16 1.6% 75.98
Range 1.19 2.01 0.82 68.9% 6.43
ATR 1.86 1.87 0.01 0.6% 0.00
Volume 28,834 53,300 24,466 84.9% 169,733
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.50 80.69 76.97
R3 79.49 78.68 76.41
R2 77.48 77.48 76.23
R1 76.67 76.67 76.04 77.08
PP 75.47 75.47 75.47 75.67
S1 74.66 74.66 75.68 75.07
S2 73.46 73.46 75.49
S3 71.45 72.65 75.31
S4 69.44 70.64 74.75
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 76.83 73.43 3.40 4.5% 1.89 2.5% 71% False False 37,236
10 79.86 73.43 6.43 8.5% 1.86 2.4% 38% False False 34,575
20 81.92 73.43 8.49 11.2% 1.72 2.3% 29% False False 34,018
40 90.62 73.43 17.19 22.7% 1.91 2.5% 14% False False 35,052
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 84.82
2.618 81.54
1.618 79.53
1.000 78.29
0.618 77.52
HIGH 76.28
0.618 75.51
0.500 75.28
0.382 75.04
LOW 74.27
0.618 73.03
1.000 72.26
1.618 71.02
2.618 69.01
4.250 65.73
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 75.67 75.76
PP 75.47 75.65
S1 75.28 75.55

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

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