NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 69.24 67.60 -1.64 -2.4% 76.62
High 69.32 68.23 -1.09 -1.6% 77.02
Low 66.67 66.80 0.13 0.2% 65.69
Close 66.88 67.38 0.50 0.7% 66.15
Range 2.65 1.43 -1.22 -46.0% 11.33
ATR 2.73 2.64 -0.09 -3.4% 0.00
Volume 360,300 293,483 -66,817 -18.5% 1,300,462
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.76 71.00 68.17
R3 70.33 69.57 67.77
R2 68.90 68.90 67.64
R1 68.14 68.14 67.51 67.81
PP 67.47 67.47 67.47 67.30
S1 66.71 66.71 67.25 66.38
S2 66.04 66.04 67.12
S3 64.61 65.28 66.99
S4 63.18 63.85 66.59
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 74.48 63.72 10.76 16.0% 3.79 5.6% 34% False False 393,833
10 77.83 63.72 14.11 20.9% 2.93 4.3% 26% False False 332,225
20 79.70 63.72 15.98 23.7% 2.55 3.8% 23% False False 235,848
40 87.23 63.72 23.51 34.9% 2.43 3.6% 16% False False 152,432
60 93.07 63.72 29.35 43.6% 2.24 3.3% 12% False False 114,532
80 95.72 63.72 32.00 47.5% 2.01 3.0% 11% False False 90,905
100 99.36 63.72 35.64 52.9% 1.83 2.7% 10% False False 75,905
120 102.53 63.72 38.81 57.6% 1.68 2.5% 9% False False 64,611
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.31
2.618 71.97
1.618 70.54
1.000 69.66
0.618 69.11
HIGH 68.23
0.618 67.68
0.500 67.52
0.382 67.35
LOW 66.80
0.618 65.92
1.000 65.37
1.618 64.49
2.618 63.06
4.250 60.72
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 67.52 67.13
PP 67.47 66.88
S1 67.43 66.63

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

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