NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 12-Nov-2014

Day Change Summary
	Previous	Current
	11-Nov-2014	12-Nov-2014	Change	Change %	Previous Week
Open	77.78	77.80	0.02	0.0%	80.01
High	78.21	77.94	-0.27	-0.3%	80.60
Low	77.01	77.01	0.00	0.0%	76.70
Close	78.21	77.41	-0.80	-1.0%	78.82
Range	1.20	0.93	-0.27	-22.5%	3.90
ATR	1.74	1.70	-0.04	-2.2%	0.00
Volume	4,406	3,661	-745	-16.9%	21,130

Daily Pivots for day following 12-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.24	79.76	77.92
R3	79.31	78.83	77.67
R2	78.38	78.38	77.58
R1	77.90	77.90	77.50	77.68
PP	77.45	77.45	77.45	77.34
S1	76.97	76.97	77.32	76.75
S2	76.52	76.52	77.24
S3	75.59	76.04	77.15
S4	74.66	75.11	76.90

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.41	88.51	80.97
R3	86.51	84.61	79.89
R2	82.61	82.61	79.54
R1	80.71	80.71	79.18	79.71
PP	78.71	78.71	78.71	78.21
S1	76.81	76.81	78.46	75.81
S2	74.81	74.81	78.11
S3	70.91	72.91	77.75
S4	67.01	69.01	76.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.75	77.01	2.74	3.5%	1.34	1.7%	15%	False	True	3,921
10	80.99	76.70	4.29	5.5%	1.51	1.9%	17%	False	False	3,641
20	81.63	76.70	4.93	6.4%	1.55	2.0%	14%	False	False	3,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	81.89
2.618	80.37
1.618	79.44
1.000	78.87
0.618	78.51
HIGH	77.94
0.618	77.58
0.500	77.48
0.382	77.37
LOW	77.01
0.618	76.44
1.000	76.08
1.618	75.51
2.618	74.58
4.250	73.06

Fisher Pivots for day following 12-Nov-2014
Pivot	1 day	3 day
R1	77.48	78.38
PP	77.45	78.06
S1	77.43	77.73

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