NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 14-Nov-2014

Day Change Summary
	Previous	Current
	13-Nov-2014	14-Nov-2014	Change	Change %	Previous Week
Open	77.20	74.18	-3.02	-3.9%	79.00
High	77.20	76.10	-1.10	-1.4%	79.75
Low	74.35	73.75	-0.60	-0.8%	73.75
Close	74.37	75.98	1.61	2.2%	75.98
Range	2.85	2.35	-0.50	-17.5%	6.00
ATR	1.80	1.84	0.04	2.2%	0.00
Volume	4,881	3,278	-1,603	-32.8%	19,851

Daily Pivots for day following 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.33	81.50	77.27
R3	79.98	79.15	76.63
R2	77.63	77.63	76.41
R1	76.80	76.80	76.20	77.22
PP	75.28	75.28	75.28	75.48
S1	74.45	74.45	75.76	74.87
S2	72.93	72.93	75.55
S3	70.58	72.10	75.33
S4	68.23	69.75	74.69

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	94.49	91.24	79.28
R3	88.49	85.24	77.63
R2	82.49	82.49	77.08
R1	79.24	79.24	76.53	77.87
PP	76.49	76.49	76.49	75.81
S1	73.24	73.24	75.43	71.87
S2	70.49	70.49	74.88
S3	64.49	67.24	74.33
S4	58.49	61.24	72.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.75	73.75	6.00	7.9%	1.86	2.4%	37%	False	True	3,970
10	80.60	73.75	6.85	9.0%	1.80	2.4%	33%	False	True	4,098
20	81.61	73.75	7.86	10.3%	1.55	2.0%	28%	False	True	3,417

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.09
2.618	82.25
1.618	79.90
1.000	78.45
0.618	77.55
HIGH	76.10
0.618	75.20
0.500	74.93
0.382	74.65
LOW	73.75
0.618	72.30
1.000	71.40
1.618	69.95
2.618	67.60
4.250	63.76

Fisher Pivots for day following 14-Nov-2014
Pivot	1 day	3 day
R1	75.63	75.94
PP	75.28	75.89
S1	74.93	75.85

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