NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 63.16 63.41 0.25 0.4% 66.23
High 64.35 63.60 -0.75 -1.2% 69.63
Low 62.41 60.61 -1.80 -2.9% 63.88
Close 63.98 61.16 -2.82 -4.4% 65.96
Range 1.94 2.99 1.05 54.1% 5.75
ATR 2.48 2.54 0.06 2.6% 0.00
Volume 105,562 148,204 42,642 40.4% 347,273
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.76 68.95 62.80
R3 67.77 65.96 61.98
R2 64.78 64.78 61.71
R1 62.97 62.97 61.43 62.38
PP 61.79 61.79 61.79 61.50
S1 59.98 59.98 60.89 59.39
S2 58.80 58.80 60.61
S3 55.81 56.99 60.34
S4 52.82 54.00 59.52
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 68.30 60.61 7.69 12.6% 2.28 3.7% 7% False True 88,085
10 74.56 60.61 13.95 22.8% 3.01 4.9% 4% False True 75,649
20 77.81 60.61 17.20 28.1% 2.55 4.2% 3% False True 60,855
40 82.97 60.61 22.36 36.6% 2.30 3.8% 2% False True 46,906
60 92.53 60.61 31.92 52.2% 2.17 3.5% 2% False True 38,420
80 93.83 60.61 33.22 54.3% 1.96 3.2% 2% False True 31,926
100 98.68 60.61 38.07 62.2% 1.78 2.9% 1% False True 26,776
120 101.33 60.61 40.72 66.6% 1.62 2.7% 1% False True 22,973
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 76.31
2.618 71.43
1.618 68.44
1.000 66.59
0.618 65.45
HIGH 63.60
0.618 62.46
0.500 62.11
0.382 61.75
LOW 60.61
0.618 58.76
1.000 57.62
1.618 55.77
2.618 52.78
4.250 47.90
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 62.11 63.11
PP 61.79 62.46
S1 61.48 61.81

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

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