NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 73.63 66.48 -7.15 -9.7% 76.68
High 73.68 69.74 -3.94 -5.3% 77.11
Low 66.05 64.08 -1.97 -3.0% 66.05
Close 66.41 69.21 2.80 4.2% 66.41
Range 7.63 5.66 -1.97 -25.8% 11.06
ATR 2.37 2.61 0.23 9.9% 0.00
Volume 33,739 59,146 25,407 75.3% 129,715
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.66 82.59 72.32
R3 79.00 76.93 70.77
R2 73.34 73.34 70.25
R1 71.27 71.27 69.73 72.31
PP 67.68 67.68 67.68 68.19
S1 65.61 65.61 68.69 66.65
S2 62.02 62.02 68.17
S3 56.36 59.95 67.65
S4 50.70 54.29 66.10
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 103.04 95.78 72.49
R3 91.98 84.72 69.45
R2 80.92 80.92 68.44
R1 73.66 73.66 67.42 71.76
PP 69.86 69.86 69.86 68.91
S1 62.60 62.60 65.40 60.70
S2 58.80 58.80 64.38
S3 47.74 51.54 63.37
S4 36.68 40.48 60.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.11 64.08 13.03 18.8% 3.71 5.4% 39% False True 37,772
10 77.79 64.08 13.71 19.8% 2.77 4.0% 37% False True 41,339
20 80.75 64.08 16.67 24.1% 2.48 3.6% 31% False True 40,005
40 87.93 64.08 23.85 34.5% 2.28 3.3% 22% False True 37,293
60 92.32 64.08 28.24 40.8% 2.02 2.9% 18% False True 33,430
80 95.56 64.08 31.48 45.5% 1.79 2.6% 16% False True 27,819
100 98.02 64.08 33.94 49.0% 1.63 2.4% 15% False True 24,364
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 93.80
2.618 84.56
1.618 78.90
1.000 75.40
0.618 73.24
HIGH 69.74
0.618 67.58
0.500 66.91
0.382 66.24
LOW 64.08
0.618 60.58
1.000 58.42
1.618 54.92
2.618 49.26
4.250 40.03
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 68.44 69.31
PP 67.68 69.27
S1 66.91 69.24

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

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