NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 80.58 78.33 -2.25 -2.8% 80.88
High 80.87 78.47 -2.40 -3.0% 82.57
Low 78.14 75.95 -2.19 -2.8% 79.20
Close 78.84 77.19 -1.65 -2.1% 80.42
Range 2.73 2.52 -0.21 -7.7% 3.37
ATR 2.08 2.14 0.06 2.8% 0.00
Volume 79,667 123,816 44,149 55.4% 305,413
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 84.76 83.50 78.58
R3 82.24 80.98 77.88
R2 79.72 79.72 77.65
R1 78.46 78.46 77.42 77.83
PP 77.20 77.20 77.20 76.89
S1 75.94 75.94 76.96 75.31
S2 74.68 74.68 76.73
S3 72.16 73.42 76.50
S4 69.64 70.90 75.80
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.84 89.00 82.27
R3 87.47 85.63 81.35
R2 84.10 84.10 81.04
R1 82.26 82.26 80.73 81.50
PP 80.73 80.73 80.73 80.35
S1 78.89 78.89 80.11 78.13
S2 77.36 77.36 79.80
S3 73.99 75.52 79.49
S4 70.62 72.15 78.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.57 75.95 6.62 8.6% 1.95 2.5% 19% False True 78,439
10 82.63 75.95 6.68 8.7% 1.93 2.5% 19% False True 73,546
20 87.23 75.95 11.28 14.6% 2.30 3.0% 11% False True 69,015
40 93.07 75.95 17.12 22.2% 2.08 2.7% 7% False True 53,874
60 95.72 75.95 19.77 25.6% 1.82 2.4% 6% False True 42,590
80 99.36 75.95 23.41 30.3% 1.64 2.1% 5% False True 35,919
100 102.53 75.95 26.58 34.4% 1.50 1.9% 5% False True 30,364
120 102.53 75.95 26.58 34.4% 1.37 1.8% 5% False True 26,384
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.18
2.618 85.07
1.618 82.55
1.000 80.99
0.618 80.03
HIGH 78.47
0.618 77.51
0.500 77.21
0.382 76.91
LOW 75.95
0.618 74.39
1.000 73.43
1.618 71.87
2.618 69.35
4.250 65.24
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 77.21 78.50
PP 77.20 78.06
S1 77.20 77.63

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

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