NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 76.62 76.89 0.27 0.4% 75.98
High 77.67 77.15 -0.52 -0.7% 77.67
Low 75.80 76.11 0.31 0.4% 74.26
Close 76.81 76.17 -0.64 -0.8% 76.81
Range 1.87 1.04 -0.83 -44.4% 3.41
ATR 1.76 1.71 -0.05 -2.9% 0.00
Volume 14,117 15,928 1,811 12.8% 57,158
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 79.60 78.92 76.74
R3 78.56 77.88 76.46
R2 77.52 77.52 76.36
R1 76.84 76.84 76.27 76.66
PP 76.48 76.48 76.48 76.39
S1 75.80 75.80 76.07 75.62
S2 75.44 75.44 75.98
S3 74.40 74.76 75.88
S4 73.36 73.72 75.60
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 86.48 85.05 78.69
R3 83.07 81.64 77.75
R2 79.66 79.66 77.44
R1 78.23 78.23 77.12 78.95
PP 76.25 76.25 76.25 76.60
S1 74.82 74.82 76.50 75.54
S2 72.84 72.84 76.18
S3 69.43 71.41 75.87
S4 66.02 68.00 74.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.67 74.26 3.41 4.5% 1.52 2.0% 56% False False 12,919
10 78.08 73.41 4.67 6.1% 1.64 2.2% 59% False False 10,871
20 81.93 73.41 8.52 11.2% 1.60 2.1% 32% False False 9,548
40 90.94 73.41 17.53 23.0% 1.77 2.3% 16% False False 8,581
60 93.40 73.41 19.99 26.2% 1.54 2.0% 14% False False 6,961
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 81.57
2.618 79.87
1.618 78.83
1.000 78.19
0.618 77.79
HIGH 77.15
0.618 76.75
0.500 76.63
0.382 76.51
LOW 76.11
0.618 75.47
1.000 75.07
1.618 74.43
2.618 73.39
4.250 71.69
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 76.63 76.10
PP 76.48 76.03
S1 76.32 75.97

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

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