NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 67.70 67.46 -0.24 -0.4% 76.70
High 68.32 68.30 -0.02 0.0% 77.05
Low 66.86 66.20 -0.66 -1.0% 65.92
Close 67.46 66.90 -0.56 -0.8% 66.26
Range 1.46 2.10 0.64 43.8% 11.13
ATR 2.57 2.54 -0.03 -1.3% 0.00
Volume 64,170 58,591 -5,579 -8.7% 166,468
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 73.43 72.27 68.06
R3 71.33 70.17 67.48
R2 69.23 69.23 67.29
R1 68.07 68.07 67.09 67.60
PP 67.13 67.13 67.13 66.90
S1 65.97 65.97 66.71 65.50
S2 65.03 65.03 66.52
S3 62.93 63.87 66.32
S4 60.83 61.77 65.75
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 103.13 95.83 72.38
R3 92.00 84.70 69.32
R2 80.87 80.87 68.30
R1 73.57 73.57 67.28 71.66
PP 69.74 69.74 69.74 68.79
S1 62.44 62.44 65.24 60.53
S2 58.61 58.61 64.22
S3 47.48 51.31 63.20
S4 36.35 40.18 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.62 63.88 9.74 14.6% 3.92 5.9% 31% False False 66,624
10 77.81 63.88 13.93 20.8% 2.94 4.4% 22% False False 57,505
20 79.69 63.88 15.81 23.6% 2.47 3.7% 19% False False 49,859
40 86.32 63.88 22.44 33.5% 2.36 3.5% 13% False False 39,980
60 92.63 63.88 28.75 43.0% 2.14 3.2% 11% False False 33,327
80 95.39 63.88 31.51 47.1% 1.91 2.9% 10% False False 27,466
100 98.68 63.88 34.80 52.0% 1.72 2.6% 9% False False 23,232
120 101.33 63.88 37.45 56.0% 1.57 2.3% 8% False False 19,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.23
2.618 73.80
1.618 71.70
1.000 70.40
0.618 69.60
HIGH 68.30
0.618 67.50
0.500 67.25
0.382 67.00
LOW 66.20
0.618 64.90
1.000 64.10
1.618 62.80
2.618 60.70
4.250 57.28
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 67.25 67.80
PP 67.13 67.50
S1 67.02 67.20

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

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