NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	76.38	77.09	0.71	0.9%	76.08
High	77.70	77.28	-0.42	-0.5%	77.70
Low	75.64	75.88	0.24	0.3%	74.27
Close	76.86	76.23	-0.63	-0.8%	76.86
Range	2.06	1.40	-0.66	-32.0%	3.43
ATR	1.89	1.85	-0.03	-1.8%	0.00
Volume	33,143	28,354	-4,789	-14.4%	181,994

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.66	79.85	77.00
R3	79.26	78.45	76.62
R2	77.86	77.86	76.49
R1	77.05	77.05	76.36	76.76
PP	76.46	76.46	76.46	76.32
S1	75.65	75.65	76.10	75.36
S2	75.06	75.06	75.97
S3	73.66	74.25	75.85
S4	72.26	72.85	75.46

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%	1.74	2.3%	57%	False	False	35,044
10	78.20	73.43	4.77	6.3%	1.82	2.4%	59%	False	False	34,176
20	81.92	73.43	8.49	11.1%	1.76	2.3%	33%	False	False	33,548
40	90.62	73.43	17.19	22.6%	1.96	2.6%	16%	False	False	35,307

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.23
2.618	80.95
1.618	79.55
1.000	78.68
0.618	78.15
HIGH	77.28
0.618	76.75
0.500	76.58
0.382	76.41
LOW	75.88
0.618	75.01
1.000	74.48
1.618	73.61
2.618	72.21
4.250	69.93

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	76.58	76.15
PP	76.46	76.07
S1	76.35	75.99

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