NYMEX Light Sweet Crude Oil Future June 2015

Trading Metrics calculated at close of trading on 28-Nov-2014

Day Change Summary
	Previous	Current
	26-Nov-2014	28-Nov-2014	Change	Change %	Previous Week
Open	74.34	73.89	-0.45	-0.6%	77.09
High	74.90	73.89	-1.01	-1.3%	77.28
Low	73.85	66.78	-7.07	-9.6%	66.78
Close	74.06	67.10	-6.96	-9.4%	67.10
Range	1.05	7.11	6.06	577.1%	10.50
ATR	1.84	2.23	0.39	21.1%	0.00
Volume	33,337	29,870	-3,467	-10.4%	118,750

Daily Pivots for day following 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.59	85.95	71.01
R3	83.48	78.84	69.06
R2	76.37	76.37	68.40
R1	71.73	71.73	67.75	70.50
PP	69.26	69.26	69.26	68.64
S1	64.62	64.62	66.45	63.39
S2	62.15	62.15	65.80
S3	55.04	57.51	65.14
S4	47.93	50.40	63.19

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	101.89	94.99	72.88
R3	91.39	84.49	69.99
R2	80.89	80.89	69.03
R1	73.99	73.99	68.06	72.19
PP	70.39	70.39	70.39	69.49
S1	63.49	63.49	66.14	61.69
S2	59.89	59.89	65.18
S3	49.39	52.99	64.21
S4	38.89	42.49	61.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.70	66.78	10.92	16.3%	2.83	4.2%	3%	False	True	30,378
10	77.70	66.78	10.92	16.3%	2.36	3.5%	3%	False	True	33,807
20	80.73	66.78	13.95	20.8%	2.13	3.2%	2%	False	True	34,228
40	87.40	66.78	20.62	30.7%	2.06	3.1%	2%	False	True	34,925

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	104.11
2.618	92.50
1.618	85.39
1.000	81.00
0.618	78.28
HIGH	73.89
0.618	71.17
0.500	70.34
0.382	69.50
LOW	66.78
0.618	62.39
1.000	59.67
1.618	55.28
2.618	48.17
4.250	36.56

Fisher Pivots for day following 28-Nov-2014
Pivot	1 day	3 day
R1	70.34	71.77
PP	69.26	70.21
S1	68.18	68.66

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