NYMEX Light Sweet Crude Oil Future February 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 66.89 65.60 -1.29 -1.9% 66.23
High 66.97 65.61 -1.36 -2.0% 69.63
Low 65.26 62.94 -2.32 -3.6% 63.88
Close 65.96 63.21 -2.75 -4.2% 65.96
Range 1.71 2.67 0.96 56.1% 5.75
ATR 2.48 2.52 0.04 1.6% 0.00
Volume 56,102 71,969 15,867 28.3% 347,273
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.93 70.24 64.68
R3 69.26 67.57 63.94
R2 66.59 66.59 63.70
R1 64.90 64.90 63.45 64.41
PP 63.92 63.92 63.92 63.68
S1 62.23 62.23 62.97 61.74
S2 61.25 61.25 62.72
S3 58.58 59.56 62.48
S4 55.91 56.89 61.74
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.74 80.60 69.12
R3 77.99 74.85 67.54
R2 72.24 72.24 67.01
R1 69.10 69.10 66.49 67.80
PP 66.49 66.49 66.49 65.84
S1 63.35 63.35 65.43 62.05
S2 60.74 60.74 64.91
S3 54.99 57.60 64.38
S4 49.24 51.85 62.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.40 62.94 6.46 10.2% 2.11 3.3% 4% False True 68,000
10 77.05 62.94 14.11 22.3% 2.95 4.7% 2% False True 58,571
20 79.69 62.94 16.75 26.5% 2.51 4.0% 2% False True 51,727
40 84.34 62.94 21.40 33.9% 2.31 3.7% 1% False True 41,768
60 92.63 62.94 29.69 47.0% 2.15 3.4% 1% False True 34,684
80 93.90 62.94 30.96 49.0% 1.92 3.0% 1% False True 28,911
100 98.68 62.94 35.74 56.5% 1.75 2.8% 1% False True 24,422
120 101.33 62.94 38.39 60.7% 1.59 2.5% 1% False True 20,929
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 0.60
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 76.96
2.618 72.60
1.618 69.93
1.000 68.28
0.618 67.26
HIGH 65.61
0.618 64.59
0.500 64.28
0.382 63.96
LOW 62.94
0.618 61.29
1.000 60.27
1.618 58.62
2.618 55.95
4.250 51.59
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 64.28 65.62
PP 63.92 64.82
S1 63.57 64.01

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

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