NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 65.60 63.16 -2.44 -3.7% 66.23
High 65.61 64.35 -1.26 -1.9% 69.63
Low 62.94 62.41 -0.53 -0.8% 63.88
Close 63.21 63.98 0.77 1.2% 65.96
Range 2.67 1.94 -0.73 -27.3% 5.75
ATR 2.52 2.48 -0.04 -1.6% 0.00
Volume 71,969 105,562 33,593 46.7% 347,273
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 69.40 68.63 65.05
R3 67.46 66.69 64.51
R2 65.52 65.52 64.34
R1 64.75 64.75 64.16 65.14
PP 63.58 63.58 63.58 63.77
S1 62.81 62.81 63.80 63.20
S2 61.64 61.64 63.62
S3 59.70 60.87 63.45
S4 57.76 58.93 62.91
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 68.32 62.41 5.91 9.2% 1.98 3.1% 27% False True 71,278
10 76.61 62.41 14.20 22.2% 2.99 4.7% 11% False True 64,367
20 77.90 62.41 15.49 24.2% 2.48 3.9% 10% False True 55,133
40 83.73 62.41 21.32 33.3% 2.32 3.6% 7% False True 43,741
60 92.63 62.41 30.22 47.2% 2.15 3.4% 5% False True 36,175
80 93.83 62.41 31.42 49.1% 1.93 3.0% 5% False True 30,143
100 98.68 62.41 36.27 56.7% 1.76 2.7% 4% False True 25,362
120 101.33 62.41 38.92 60.8% 1.60 2.5% 4% False True 21,769
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.60
2.618 69.43
1.618 67.49
1.000 66.29
0.618 65.55
HIGH 64.35
0.618 63.61
0.500 63.38
0.382 63.15
LOW 62.41
0.618 61.21
1.000 60.47
1.618 59.27
2.618 57.33
4.250 54.17
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 63.78 64.69
PP 63.58 64.45
S1 63.38 64.22

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

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