NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 13-Nov-2014

Day Change Summary
	Previous	Current
	12-Nov-2014	13-Nov-2014	Change	Change %	Previous Week
Open	77.80	77.20	-0.60	-0.8%	80.01
High	77.94	77.20	-0.74	-0.9%	80.60
Low	77.01	74.35	-2.66	-3.5%	76.70
Close	77.41	74.37	-3.04	-3.9%	78.82
Range	0.93	2.85	1.92	206.5%	3.90
ATR	1.70	1.80	0.10	5.7%	0.00
Volume	3,661	4,881	1,220	33.3%	21,130

Daily Pivots for day following 13-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.86	81.96	75.94
R3	81.01	79.11	75.15
R2	78.16	78.16	74.89
R1	76.26	76.26	74.63	75.79
PP	75.31	75.31	75.31	75.07
S1	73.41	73.41	74.11	72.94
S2	72.46	72.46	73.85
S3	69.61	70.56	73.59
S4	66.76	67.71	72.80

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	74.35	5.40	7.3%	1.67	2.2%	0%	False	True	4,093
10	80.60	74.35	6.25	8.4%	1.72	2.3%	0%	False	True	3,933
20	81.61	74.35	7.26	9.8%	1.50	2.0%	0%	False	True	3,540

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	0.32
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	89.31
2.618	84.66
1.618	81.81
1.000	80.05
0.618	78.96
HIGH	77.20
0.618	76.11
0.500	75.78
0.382	75.44
LOW	74.35
0.618	72.59
1.000	71.50
1.618	69.74
2.618	66.89
4.250	62.24

Fisher Pivots for day following 13-Nov-2014
Pivot	1 day	3 day
R1	75.78	76.28
PP	75.31	75.64
S1	74.84	75.01

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