NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 06-Nov-2014

Day Change Summary
	Previous	Current
	05-Nov-2014	06-Nov-2014	Change	Change %	Previous Week
Open	77.38	78.50	1.12	1.4%	80.27
High	78.91	78.50	-0.41	-0.5%	81.92
Low	76.60	77.22	0.62	0.8%	78.83
Close	78.39	77.94	-0.45	-0.6%	80.22
Range	2.31	1.28	-1.03	-44.6%	3.09
ATR	1.90	1.86	-0.04	-2.3%	0.00
Volume	58,730	46,546	-12,184	-20.7%	129,592

Daily Pivots for day following 06-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.73	81.11	78.64
R3	80.45	79.83	78.29
R2	79.17	79.17	78.17
R1	78.55	78.55	78.06	78.22
PP	77.89	77.89	77.89	77.72
S1	77.27	77.27	77.82	76.94
S2	76.61	76.61	77.71
S3	75.33	75.99	77.59
S4	74.05	74.71	77.24

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	80.73	76.44	4.29	5.5%	1.96	2.5%	35%	False	False	37,384
10	81.92	76.44	5.48	7.0%	1.59	2.0%	27%	False	False	33,461
20	84.00	76.44	7.56	9.7%	2.01	2.6%	20%	False	False	35,279
40	91.94	76.44	15.50	19.9%	1.74	2.2%	10%	False	False	31,559

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.27
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	83.94
2.618	81.85
1.618	80.57
1.000	79.78
0.618	79.29
HIGH	78.50
0.618	78.01
0.500	77.86
0.382	77.71
LOW	77.22
0.618	76.43
1.000	75.94
1.618	75.15
2.618	73.87
4.250	71.78

Fisher Pivots for day following 06-Nov-2014
Pivot	1 day	3 day
R1	77.91	77.85
PP	77.89	77.76
S1	77.86	77.68

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