NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 66.00 69.24 3.24 4.9% 76.62
High 69.54 69.32 -0.22 -0.3% 77.02
Low 63.72 66.67 2.95 4.6% 65.69
Close 69.00 66.88 -2.12 -3.1% 66.15
Range 5.82 2.65 -3.17 -54.5% 11.33
ATR 2.73 2.73 -0.01 -0.2% 0.00
Volume 504,122 360,300 -143,822 -28.5% 1,300,462
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 75.57 73.88 68.34
R3 72.92 71.23 67.61
R2 70.27 70.27 67.37
R1 68.58 68.58 67.12 68.10
PP 67.62 67.62 67.62 67.39
S1 65.93 65.93 66.64 65.45
S2 64.97 64.97 66.39
S3 62.32 63.28 66.15
S4 59.67 60.63 65.42
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 76.58 63.72 12.86 19.2% 4.08 6.1% 25% False False 394,026
10 77.83 63.72 14.11 21.1% 3.02 4.5% 22% False False 321,773
20 79.70 63.72 15.98 23.9% 2.61 3.9% 20% False False 227,365
40 88.81 63.72 25.09 37.5% 2.44 3.6% 13% False False 146,050
60 93.07 63.72 29.35 43.9% 2.23 3.3% 11% False False 110,153
80 96.26 63.72 32.54 48.7% 2.00 3.0% 10% False False 87,428
100 99.36 63.72 35.64 53.3% 1.82 2.7% 9% False False 73,087
120 102.53 63.72 38.81 58.0% 1.67 2.5% 8% False False 62,258
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.58
2.618 76.26
1.618 73.61
1.000 71.97
0.618 70.96
HIGH 69.32
0.618 68.31
0.500 68.00
0.382 67.68
LOW 66.67
0.618 65.03
1.000 64.02
1.618 62.38
2.618 59.73
4.250 55.41
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 68.00 68.64
PP 67.62 68.05
S1 67.25 67.47

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

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