NYMEX Light Sweet Crude Oil Future May 2015

Trading Metrics calculated at close of trading on 10-Nov-2014

Day Change Summary
	Previous	Current
	07-Nov-2014	10-Nov-2014	Change	Change %	Previous Week
Open	77.73	78.78	1.05	1.4%	79.91
High	79.13	79.76	0.63	0.8%	80.62
Low	77.41	77.49	0.08	0.1%	76.30
Close	78.68	77.75	-0.93	-1.2%	78.68
Range	1.72	2.27	0.55	32.0%	4.32
ATR	1.72	1.76	0.04	2.3%	0.00
Volume	5,177	10,170	4,993	96.4%	47,138

Daily Pivots for day following 10-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.14	83.72	79.00
R3	82.87	81.45	78.37
R2	80.60	80.60	78.17
R1	79.18	79.18	77.96	78.76
PP	78.33	78.33	78.33	78.12
S1	76.91	76.91	77.54	76.49
S2	76.06	76.06	77.33
S3	73.79	74.64	77.13
S4	71.52	72.37	76.50

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	91.49	89.41	81.06
R3	87.17	85.09	79.87
R2	82.85	82.85	79.47
R1	80.77	80.77	79.08	79.65
PP	78.53	78.53	78.53	77.98
S1	76.45	76.45	78.28	75.33
S2	74.21	74.21	77.89
S3	69.89	72.13	77.49
S4	65.57	67.81	76.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.76	76.30	3.46	4.5%	1.89	2.4%	42%	True	False	10,456
10	81.93	76.30	5.63	7.2%	1.57	2.0%	26%	False	False	8,225
20	83.21	76.30	6.91	8.9%	1.81	2.3%	21%	False	False	8,055
40	91.81	76.30	15.51	19.9%	1.58	2.0%	9%	False	False	6,883
60	93.40	76.30	17.10	22.0%	1.37	1.8%	8%	False	False	5,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	89.41
2.618	85.70
1.618	83.43
1.000	82.03
0.618	81.16
HIGH	79.76
0.618	78.89
0.500	78.63
0.382	78.36
LOW	77.49
0.618	76.09
1.000	75.22
1.618	73.82
2.618	71.55
4.250	67.84

Fisher Pivots for day following 10-Nov-2014
Pivot	1 day	3 day
R1	78.63	78.54
PP	78.33	78.27
S1	78.04	78.01

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols