NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 75.71 74.60 -1.11 -1.5% 78.85
High 76.61 75.51 -1.10 -1.4% 79.70
Low 74.56 74.36 -0.20 -0.3% 73.29
Close 75.00 74.43 -0.57 -0.8% 75.86
Range 2.05 1.15 -0.90 -43.9% 6.41
ATR 1.94 1.88 -0.06 -2.9% 0.00
Volume 11,314 10,356 -958 -8.5% 84,629
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 78.22 77.47 75.06
R3 77.07 76.32 74.75
R2 75.92 75.92 74.64
R1 75.17 75.17 74.54 74.97
PP 74.77 74.77 74.77 74.67
S1 74.02 74.02 74.32 73.82
S2 73.62 73.62 74.22
S3 72.47 72.87 74.11
S4 71.32 71.72 73.80
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 95.51 92.10 79.39
R3 89.10 85.69 77.62
R2 82.69 82.69 77.04
R1 79.28 79.28 76.45 77.78
PP 76.28 76.28 76.28 75.54
S1 72.87 72.87 75.27 71.37
S2 69.87 69.87 74.68
S3 63.46 66.46 74.10
S4 57.05 60.05 72.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.80 73.29 3.51 4.7% 2.04 2.7% 32% False False 13,870
10 79.70 73.29 6.41 8.6% 1.81 2.4% 18% False False 15,348
20 82.03 73.29 8.74 11.7% 1.75 2.3% 13% False False 14,238
40 91.36 73.29 18.07 24.3% 1.90 2.5% 6% False False 12,926
60 93.50 73.29 20.21 27.2% 1.65 2.2% 6% False False 10,178
80 96.24 73.29 22.95 30.8% 1.44 1.9% 5% False False 8,308
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.40
2.618 78.52
1.618 77.37
1.000 76.66
0.618 76.22
HIGH 75.51
0.618 75.07
0.500 74.94
0.382 74.80
LOW 74.36
0.618 73.65
1.000 73.21
1.618 72.50
2.618 71.35
4.250 69.47
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 74.94 75.49
PP 74.77 75.13
S1 74.60 74.78

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

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