NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 78.85 77.03 -1.82 -2.3% 79.88
High 79.70 77.96 -1.74 -2.2% 80.73
Low 77.34 76.72 -0.62 -0.8% 76.26
Close 77.58 77.95 0.37 0.5% 78.59
Range 2.36 1.24 -1.12 -47.5% 4.47
ATR 1.90 1.85 -0.05 -2.5% 0.00
Volume 18,866 17,080 -1,786 -9.5% 83,999
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 81.26 80.85 78.63
R3 80.02 79.61 78.29
R2 78.78 78.78 78.18
R1 78.37 78.37 78.06 78.58
PP 77.54 77.54 77.54 77.65
S1 77.13 77.13 77.84 77.34
S2 76.30 76.30 77.72
S3 75.06 75.89 77.61
S4 73.82 74.65 77.27
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 91.94 89.73 81.05
R3 87.47 85.26 79.82
R2 83.00 83.00 79.41
R1 80.79 80.79 79.00 79.66
PP 78.53 78.53 78.53 77.96
S1 76.32 76.32 78.18 75.19
S2 74.06 74.06 77.77
S3 69.59 71.85 77.36
S4 65.12 67.38 76.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.70 76.60 3.10 4.0% 1.84 2.4% 44% False False 18,480
10 82.03 76.26 5.77 7.4% 1.76 2.3% 29% False False 15,051
20 82.27 76.26 6.01 7.7% 1.87 2.4% 28% False False 13,645
40 92.05 76.26 15.79 20.3% 1.78 2.3% 11% False False 11,478
60 93.50 76.26 17.24 22.1% 1.52 2.0% 10% False False 9,016
80 97.35 76.26 21.09 27.1% 1.36 1.7% 8% False False 7,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.28
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.23
2.618 81.21
1.618 79.97
1.000 79.20
0.618 78.73
HIGH 77.96
0.618 77.49
0.500 77.34
0.382 77.19
LOW 76.72
0.618 75.95
1.000 75.48
1.618 74.71
2.618 73.47
4.250 71.45
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 77.75 78.21
PP 77.54 78.12
S1 77.34 78.04

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

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