NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 80.13 78.43 -1.70 -2.1% 80.27
High 80.73 78.59 -2.14 -2.7% 81.92
Low 78.28 76.44 -1.84 -2.4% 78.83
Close 78.90 77.43 -1.47 -1.9% 80.22
Range 2.45 2.15 -0.30 -12.2% 3.09
ATR 1.82 1.87 0.05 2.5% 0.00
Volume 27,690 33,569 5,879 21.2% 129,592
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 83.94 82.83 78.61
R3 81.79 80.68 78.02
R2 79.64 79.64 77.82
R1 78.53 78.53 77.63 78.01
PP 77.49 77.49 77.49 77.23
S1 76.38 76.38 77.23 75.86
S2 75.34 75.34 77.04
S3 73.19 74.23 76.84
S4 71.04 72.08 76.25
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.59 88.00 81.92
R3 86.50 84.91 81.07
R2 83.41 83.41 80.79
R1 81.82 81.82 80.50 81.07
PP 80.32 80.32 80.32 79.95
S1 78.73 78.73 79.94 77.98
S2 77.23 77.23 79.65
S3 74.14 75.64 79.37
S4 71.05 72.55 78.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.92 76.44 5.48 7.1% 1.70 2.2% 18% False True 26,663
10 81.92 76.44 5.48 7.1% 1.69 2.2% 18% False True 29,651
20 85.73 76.44 9.29 12.0% 2.05 2.7% 11% False True 34,188
40 91.94 76.44 15.50 20.0% 1.73 2.2% 6% False True 29,992
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.73
2.618 84.22
1.618 82.07
1.000 80.74
0.618 79.92
HIGH 78.59
0.618 77.77
0.500 77.52
0.382 77.26
LOW 76.44
0.618 75.11
1.000 74.29
1.618 72.96
2.618 70.81
4.250 67.30
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 77.52 78.59
PP 77.49 78.20
S1 77.46 77.82

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

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