NYMEX Light Sweet Crude Oil Future December 2014


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 78.22 77.36 -0.86 -1.1% 81.27
High 78.41 79.35 0.94 1.2% 82.88
Low 75.84 76.46 0.62 0.8% 79.44
Close 77.19 78.68 1.49 1.9% 80.54
Range 2.57 2.89 0.32 12.5% 3.44
ATR 2.21 2.25 0.05 2.2% 0.00
Volume 432,757 447,691 14,934 3.5% 1,359,410
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 86.83 85.65 80.27
R3 83.94 82.76 79.47
R2 81.05 81.05 79.21
R1 79.87 79.87 78.94 80.46
PP 78.16 78.16 78.16 78.46
S1 76.98 76.98 78.42 77.57
S2 75.27 75.27 78.15
S3 72.38 74.09 77.89
S4 69.49 71.20 77.09
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 91.27 89.35 82.43
R3 87.83 85.91 81.49
R2 84.39 84.39 81.17
R1 82.47 82.47 80.86 81.71
PP 80.95 80.95 80.95 80.58
S1 79.03 79.03 80.22 78.27
S2 77.51 77.51 79.91
S3 74.07 75.59 79.59
S4 70.63 72.15 78.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.09 75.84 6.25 7.9% 2.29 2.9% 45% False False 366,149
10 82.88 75.84 7.04 8.9% 2.00 2.5% 40% False False 325,325
20 87.17 75.84 11.33 14.4% 2.41 3.1% 25% False False 283,958
40 93.82 75.84 17.98 22.9% 2.21 2.8% 16% False False 198,698
60 96.02 75.84 20.18 25.6% 1.96 2.5% 14% False False 154,886
80 100.35 75.84 24.51 31.2% 1.78 2.3% 12% False False 132,681
100 103.66 75.84 27.82 35.4% 1.66 2.1% 10% False False 117,727
120 103.66 75.84 27.82 35.4% 1.54 2.0% 10% False False 106,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.63
2.618 86.92
1.618 84.03
1.000 82.24
0.618 81.14
HIGH 79.35
0.618 78.25
0.500 77.91
0.382 77.56
LOW 76.46
0.618 74.67
1.000 73.57
1.618 71.78
2.618 68.89
4.250 64.18
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 78.42 78.59
PP 78.16 78.50
S1 77.91 78.41

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

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