NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 74.25 73.70 -0.55 -0.7% 76.89
High 74.80 73.70 -1.10 -1.5% 77.15
Low 73.75 66.60 -7.15 -9.7% 66.60
Close 73.98 66.89 -7.09 -9.6% 66.89
Range 1.05 7.10 6.05 576.2% 10.55
ATR 1.72 2.12 0.40 23.6% 0.00
Volume 11,645 10,730 -915 -7.9% 47,873
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 90.36 85.73 70.80
R3 83.26 78.63 68.84
R2 76.16 76.16 68.19
R1 71.53 71.53 67.54 70.30
PP 69.06 69.06 69.06 68.45
S1 64.43 64.43 66.24 63.20
S2 61.96 61.96 65.59
S3 54.86 57.33 64.94
S4 47.76 50.23 62.99
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 101.86 94.93 72.69
R3 91.31 84.38 69.79
R2 80.76 80.76 68.82
R1 73.83 73.83 67.86 72.02
PP 70.21 70.21 70.21 69.31
S1 63.28 63.28 65.92 61.47
S2 59.66 59.66 64.96
S3 49.11 52.73 63.99
S4 38.56 42.18 61.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.67 66.60 11.07 16.5% 2.72 4.1% 3% False True 12,398
10 77.67 66.60 11.07 16.5% 2.22 3.3% 3% False True 11,443
20 80.62 66.60 14.02 21.0% 2.00 3.0% 2% False True 10,180
40 87.34 66.60 20.74 31.0% 1.86 2.8% 1% False True 8,873
60 92.53 66.60 25.93 38.8% 1.65 2.5% 1% False True 7,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 103.88
2.618 92.29
1.618 85.19
1.000 80.80
0.618 78.09
HIGH 73.70
0.618 70.99
0.500 70.15
0.382 69.31
LOW 66.60
0.618 62.21
1.000 59.50
1.618 55.11
2.618 48.01
4.250 36.43
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 70.15 71.67
PP 69.06 70.08
S1 67.98 68.48

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

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