NYMEX Light Sweet Crude Oil Future August 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 74.52 73.40 -1.12 -1.5% 76.37
High 74.69 73.65 -1.04 -1.4% 76.65
Low 73.94 67.26 -6.68 -9.0% 67.26
Close 74.13 67.41 -6.72 -9.1% 67.41
Range 0.75 6.39 5.64 752.0% 9.39
ATR 1.29 1.69 0.40 30.8% 0.00
Volume 3,850 1,914 -1,936 -50.3% 11,833
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 88.61 84.40 70.92
R3 82.22 78.01 69.17
R2 75.83 75.83 68.58
R1 71.62 71.62 68.00 70.53
PP 69.44 69.44 69.44 68.90
S1 65.23 65.23 66.82 64.14
S2 63.05 63.05 66.24
S3 56.66 58.84 65.65
S4 50.27 52.45 63.90
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 98.61 92.40 72.57
R3 89.22 83.01 69.99
R2 79.83 79.83 69.13
R1 73.62 73.62 68.27 72.03
PP 70.44 70.44 70.44 69.65
S1 64.23 64.23 66.55 62.64
S2 61.05 61.05 65.69
S3 51.66 54.84 64.83
S4 42.27 45.45 62.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.90 67.26 9.64 14.3% 2.26 3.4% 2% False True 3,079
10 76.90 67.26 9.64 14.3% 1.77 2.6% 2% False True 3,017
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 0.21
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 100.81
2.618 90.38
1.618 83.99
1.000 80.04
0.618 77.60
HIGH 73.65
0.618 71.21
0.500 70.46
0.382 69.70
LOW 67.26
0.618 63.31
1.000 60.87
1.618 56.92
2.618 50.53
4.250 40.10
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 70.46 71.95
PP 69.44 70.43
S1 68.43 68.92

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

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