NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 74.34 73.89 -0.45 -0.6% 77.09
High 74.90 73.89 -1.01 -1.3% 77.28
Low 73.85 66.78 -7.07 -9.6% 66.78
Close 74.06 67.10 -6.96 -9.4% 67.10
Range 1.05 7.11 6.06 577.1% 10.50
ATR 1.84 2.23 0.39 21.1% 0.00
Volume 33,337 29,870 -3,467 -10.4% 118,750
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 90.59 85.95 71.01
R3 83.48 78.84 69.06
R2 76.37 76.37 68.40
R1 71.73 71.73 67.75 70.50
PP 69.26 69.26 69.26 68.64
S1 64.62 64.62 66.45 63.39
S2 62.15 62.15 65.80
S3 55.04 57.51 65.14
S4 47.93 50.40 63.19
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 101.89 94.99 72.88
R3 91.39 84.49 69.99
R2 80.89 80.89 69.03
R1 73.99 73.99 68.06 72.19
PP 70.39 70.39 70.39 69.49
S1 63.49 63.49 66.14 61.69
S2 59.89 59.89 65.18
S3 49.39 52.99 64.21
S4 38.89 42.49 61.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.70 66.78 10.92 16.3% 2.83 4.2% 3% False True 30,378
10 77.70 66.78 10.92 16.3% 2.36 3.5% 3% False True 33,807
20 80.73 66.78 13.95 20.8% 2.13 3.2% 2% False True 34,228
40 87.40 66.78 20.62 30.7% 2.06 3.1% 2% False True 34,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 104.11
2.618 92.50
1.618 85.39
1.000 81.00
0.618 78.28
HIGH 73.89
0.618 71.17
0.500 70.34
0.382 69.50
LOW 66.78
0.618 62.39
1.000 59.67
1.618 55.28
2.618 48.17
4.250 36.56
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 70.34 71.77
PP 69.26 70.21
S1 68.18 68.66

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

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