NYMEX Light Sweet Crude Oil Future May 2015

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	80.22	79.91	-0.31	-0.4%	80.32
High	80.23	80.62	0.39	0.5%	81.93
Low	78.99	78.33	-0.66	-0.8%	78.99
Close	80.23	78.86	-1.37	-1.7%	80.23
Range	1.24	2.29	1.05	84.7%	2.94
ATR	1.63	1.67	0.05	2.9%	0.00
Volume	5,648	5,028	-620	-11.0%	31,571

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.14	84.79	80.12
R3	83.85	82.50	79.49
R2	81.56	81.56	79.28
R1	80.21	80.21	79.07	79.74
PP	79.27	79.27	79.27	79.04
S1	77.92	77.92	78.65	77.45
S2	76.98	76.98	78.44
S3	74.69	75.63	78.23
S4	72.40	73.34	77.60

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	89.20	87.66	81.85
R3	86.26	84.72	81.04
R2	83.32	83.32	80.77
R1	81.78	81.78	80.50	81.08
PP	80.38	80.38	80.38	80.04
S1	78.84	78.84	79.96	78.14
S2	77.44	77.44	79.69
S3	74.50	75.90	79.42
S4	71.56	72.96	78.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.93	78.33	3.60	4.6%	1.25	1.6%	15%	False	True	5,995
10	81.93	78.33	3.60	4.6%	1.36	1.7%	15%	False	True	6,799
20	86.50	77.95	8.55	10.8%	1.74	2.2%	11%	False	False	7,224
40	91.81	77.95	13.86	17.6%	1.50	1.9%	7%	False	False	6,080
60	94.65	77.95	16.70	21.2%	1.29	1.6%	5%	False	False	4,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	90.35
2.618	86.62
1.618	84.33
1.000	82.91
0.618	82.04
HIGH	80.62
0.618	79.75
0.500	79.48
0.382	79.20
LOW	78.33
0.618	76.91
1.000	76.04
1.618	74.62
2.618	72.33
4.250	68.60

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	79.48	79.75
PP	79.27	79.45
S1	79.07	79.16

Download as Excel Spreadsheet

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

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