NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	76.08	75.85	-0.23	-0.3%	78.68
High	76.17	76.83	0.66	0.9%	79.86
Low	74.90	74.79	-0.11	-0.1%	73.43
Close	76.08	75.22	-0.86	-1.1%	75.98
Range	1.27	2.04	0.77	60.6%	6.43
ATR	1.91	1.92	0.01	0.5%	0.00
Volume	35,124	31,593	-3,531	-10.1%	169,733

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.73	80.52	76.34
R3	79.69	78.48	75.78
R2	77.65	77.65	75.59
R1	76.44	76.44	75.41	76.03
PP	75.61	75.61	75.61	75.41
S1	74.40	74.40	75.03	73.99
S2	73.57	73.57	74.85
S3	71.53	72.36	74.66
S4	69.49	70.32	74.10

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	95.71	92.28	79.52
R3	89.28	85.85	77.75
R2	82.85	82.85	77.16
R1	79.42	79.42	76.57	77.92
PP	76.42	76.42	76.42	75.68
S1	72.99	72.99	75.39	71.49
S2	69.99	69.99	74.80
S3	63.56	66.56	74.21
S4	57.13	60.13	72.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.91	73.43	4.48	6.0%	2.07	2.7%	40%	False	False	32,956
10	79.86	73.43	6.43	8.5%	1.90	2.5%	28%	False	False	36,889
20	81.92	73.43	8.49	11.3%	1.79	2.4%	21%	False	False	33,270
40	90.62	73.43	17.19	22.9%	1.89	2.5%	10%	False	False	34,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.50
2.618	82.17
1.618	80.13
1.000	78.87
0.618	78.09
HIGH	76.83
0.618	76.05
0.500	75.81
0.382	75.57
LOW	74.79
0.618	73.53
1.000	72.75
1.618	71.49
2.618	69.45
4.250	66.12

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	75.81	75.19
PP	75.61	75.16
S1	75.42	75.13

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