NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 66.80 65.46 -1.34 -2.0% 66.00
High 66.85 65.55 -1.30 -1.9% 69.54
Low 65.17 62.78 -2.39 -3.7% 63.72
Close 65.84 63.05 -2.79 -4.2% 65.84
Range 1.68 2.77 1.09 64.9% 5.82
ATR 2.53 2.57 0.04 1.5% 0.00
Volume 276,529 330,077 53,548 19.4% 1,671,445
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.10 70.35 64.57
R3 69.33 67.58 63.81
R2 66.56 66.56 63.56
R1 64.81 64.81 63.30 64.30
PP 63.79 63.79 63.79 63.54
S1 62.04 62.04 62.80 61.53
S2 61.02 61.02 62.54
S3 58.25 59.27 62.29
S4 55.48 56.50 61.53
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.83 80.65 69.04
R3 78.01 74.83 67.44
R2 72.19 72.19 66.91
R1 69.01 69.01 66.37 67.69
PP 66.37 66.37 66.37 65.71
S1 63.19 63.19 65.31 61.87
S2 60.55 60.55 64.77
S3 54.73 57.37 64.24
S4 48.91 51.55 62.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.32 62.78 6.54 10.4% 2.13 3.4% 4% False True 299,480
10 77.02 62.78 14.24 22.6% 3.00 4.8% 2% False True 330,198
20 79.70 62.78 16.92 26.8% 2.56 4.1% 2% False True 262,068
40 84.67 62.78 21.89 34.7% 2.39 3.8% 1% False True 168,503
60 93.07 62.78 30.29 48.0% 2.25 3.6% 1% False True 126,597
80 94.20 62.78 31.42 49.8% 2.03 3.2% 1% False True 100,810
100 99.36 62.78 36.58 58.0% 1.86 2.9% 1% False True 83,966
120 102.53 62.78 39.75 63.0% 1.71 2.7% 1% False True 71,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.32
2.618 72.80
1.618 70.03
1.000 68.32
0.618 67.26
HIGH 65.55
0.618 64.49
0.500 64.17
0.382 63.84
LOW 62.78
0.618 61.07
1.000 60.01
1.618 58.30
2.618 55.53
4.250 51.01
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 64.17 65.50
PP 63.79 64.68
S1 63.42 63.87

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

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