NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 63.33 61.12 -2.21 -3.5% 66.00
High 63.43 61.68 -1.75 -2.8% 69.54
Low 60.43 58.96 -1.47 -2.4% 63.72
Close 60.94 59.95 -0.99 -1.6% 65.84
Range 3.00 2.72 -0.28 -9.3% 5.82
ATR 2.59 2.60 0.01 0.4% 0.00
Volume 456,172 392,493 -63,679 -14.0% 1,671,445
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.36 66.87 61.45
R3 65.64 64.15 60.70
R2 62.92 62.92 60.45
R1 61.43 61.43 60.20 60.82
PP 60.20 60.20 60.20 59.89
S1 58.71 58.71 59.70 58.10
S2 57.48 57.48 59.45
S3 54.76 55.99 59.20
S4 52.04 53.27 58.45
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 66.85 58.96 7.89 13.2% 2.42 4.0% 13% False True 355,615
10 73.56 58.96 14.60 24.4% 3.20 5.3% 7% False True 372,587
20 77.83 58.96 18.87 31.5% 2.67 4.5% 5% False True 300,543
40 83.58 58.96 24.62 41.1% 2.38 4.0% 4% False True 192,922
60 93.07 58.96 34.11 56.9% 2.29 3.8% 3% False True 144,835
80 94.16 58.96 35.20 58.7% 2.08 3.5% 3% False True 114,764
100 99.36 58.96 40.40 67.4% 1.90 3.2% 2% False True 95,003
120 102.53 58.96 43.57 72.7% 1.76 2.9% 2% False True 81,002
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.24
2.618 68.80
1.618 66.08
1.000 64.40
0.618 63.36
HIGH 61.68
0.618 60.64
0.500 60.32
0.382 60.00
LOW 58.96
0.618 57.28
1.000 56.24
1.618 54.56
2.618 51.84
4.250 47.40
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 60.32 61.58
PP 60.20 61.04
S1 60.07 60.49

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

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