NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 72.70 66.00 -6.70 -9.2% 76.62
High 73.56 69.54 -4.02 -5.5% 77.02
Low 65.69 63.72 -1.97 -3.0% 65.69
Close 66.15 69.00 2.85 4.3% 66.15
Range 7.87 5.82 -2.05 -26.0% 11.33
ATR 2.50 2.73 0.24 9.5% 0.00
Volume 552,882 504,122 -48,760 -8.8% 1,300,462
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.88 82.76 72.20
R3 79.06 76.94 70.60
R2 73.24 73.24 70.07
R1 71.12 71.12 69.53 72.18
PP 67.42 67.42 67.42 67.95
S1 65.30 65.30 68.47 66.36
S2 61.60 61.60 67.93
S3 55.78 59.48 67.40
S4 49.96 53.66 65.80
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 103.61 96.21 72.38
R3 92.28 84.88 69.27
R2 80.95 80.95 68.23
R1 73.55 73.55 67.19 71.59
PP 69.62 69.62 69.62 68.64
S1 62.22 62.22 65.11 60.26
S2 58.29 58.29 64.07
S3 46.96 50.89 63.03
S4 35.63 39.56 59.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.02 63.72 13.30 19.3% 3.86 5.6% 40% False True 360,916
10 77.83 63.72 14.11 20.4% 2.89 4.2% 37% False True 300,014
20 80.87 63.72 17.15 24.9% 2.61 3.8% 31% False True 213,333
40 89.01 63.72 25.29 36.7% 2.42 3.5% 21% False True 138,441
60 93.07 63.72 29.35 42.5% 2.22 3.2% 18% False True 104,456
80 96.50 63.72 32.78 47.5% 1.98 2.9% 16% False True 83,186
100 99.45 63.72 35.73 51.8% 1.81 2.6% 15% False True 69,577
120 102.53 63.72 38.81 56.2% 1.67 2.4% 14% False True 59,297
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 False
Bull Hook False
Stretch 0.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.28
2.618 84.78
1.618 78.96
1.000 75.36
0.618 73.14
HIGH 69.54
0.618 67.32
0.500 66.63
0.382 65.94
LOW 63.72
0.618 60.12
1.000 57.90
1.618 54.30
2.618 48.48
4.250 38.99
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 68.21 69.10
PP 67.42 69.07
S1 66.63 69.03

These figures are updated between 7pm and 10pm EST after a trading day.

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