NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	74.68	76.38	1.70	2.3%	76.08
High	76.28	77.70	1.42	1.9%	77.70
Low	74.27	75.64	1.37	1.8%	74.27
Close	75.86	76.86	1.00	1.3%	76.86
Range	2.01	2.06	0.05	2.5%	3.43
ATR	1.87	1.89	0.01	0.7%	0.00
Volume	53,300	33,143	-20,157	-37.8%	181,994

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.91	81.95	77.99
R3	80.85	79.89	77.43
R2	78.79	78.79	77.24
R1	77.83	77.83	77.05	78.31
PP	76.73	76.73	76.73	76.98
S1	75.77	75.77	76.67	76.25
S2	74.67	74.67	76.48
S3	72.61	73.71	76.29
S4	70.55	71.65	75.73

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.57	85.14	78.75
R3	83.14	81.71	77.80
R2	79.71	79.71	77.49
R1	78.28	78.28	77.17	79.00
PP	76.28	76.28	76.28	76.63
S1	74.85	74.85	76.55	75.57
S2	72.85	72.85	76.23
S3	69.42	71.42	75.92
S4	65.99	67.99	74.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.70	74.27	3.43	4.5%	1.71	2.2%	76%	True	False	36,398
10	79.86	73.43	6.43	8.4%	1.90	2.5%	53%	False	False	35,172
20	81.92	73.43	8.49	11.0%	1.78	2.3%	40%	False	False	33,751
40	90.62	73.43	17.19	22.4%	1.95	2.5%	20%	False	False	35,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	86.46
2.618	83.09
1.618	81.03
1.000	79.76
0.618	78.97
HIGH	77.70
0.618	76.91
0.500	76.67
0.382	76.43
LOW	75.64
0.618	74.37
1.000	73.58
1.618	72.31
2.618	70.25
4.250	66.89

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	76.80	76.57
PP	76.73	76.28
S1	76.67	75.99

Download as Excel Spreadsheet

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

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