NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 74.73 76.39 1.66 2.2% 75.73
High 76.10 77.60 1.50 2.0% 77.60
Low 74.30 75.70 1.40 1.9% 74.30
Close 75.81 76.83 1.02 1.3% 76.83
Range 1.80 1.90 0.10 5.6% 3.30
ATR 1.75 1.76 0.01 0.6% 0.00
Volume 8,505 5,290 -3,215 -37.8% 24,805
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 82.41 81.52 77.88
R3 80.51 79.62 77.35
R2 78.61 78.61 77.18
R1 77.72 77.72 77.00 78.17
PP 76.71 76.71 76.71 76.93
S1 75.82 75.82 76.66 76.27
S2 74.81 74.81 76.48
S3 72.91 73.92 76.31
S4 71.01 72.02 75.79
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 86.14 84.79 78.65
R3 82.84 81.49 77.74
R2 79.54 79.54 77.44
R1 78.19 78.19 77.13 78.87
PP 76.24 76.24 76.24 76.58
S1 74.89 74.89 76.53 75.57
S2 72.94 72.94 76.23
S3 69.64 71.59 75.92
S4 66.34 68.29 75.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.60 74.30 3.30 4.3% 1.56 2.0% 77% True False 4,961
10 79.75 73.75 6.00 7.8% 1.71 2.2% 51% False False 4,465
20 81.61 73.75 7.86 10.2% 1.58 2.0% 39% False False 3,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.68
2.618 82.57
1.618 80.67
1.000 79.50
0.618 78.77
HIGH 77.60
0.618 76.87
0.500 76.65
0.382 76.43
LOW 75.70
0.618 74.53
1.000 73.80
1.618 72.63
2.618 70.73
4.250 67.63
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 76.77 76.54
PP 76.71 76.24
S1 76.65 75.95

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

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