NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 69.40 67.80 -1.60 -2.3% 76.68
High 69.46 68.43 -1.03 -1.5% 77.11
Low 66.97 67.01 0.04 0.1% 66.05
Close 67.15 67.56 0.41 0.6% 66.41
Range 2.49 1.42 -1.07 -43.0% 11.06
ATR 2.60 2.51 -0.08 -3.2% 0.00
Volume 62,781 42,881 -19,900 -31.7% 129,715
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.93 71.16 68.34
R3 70.51 69.74 67.95
R2 69.09 69.09 67.82
R1 68.32 68.32 67.69 68.00
PP 67.67 67.67 67.67 67.50
S1 66.90 66.90 67.43 66.58
S2 66.25 66.25 67.30
S3 64.83 65.48 67.17
S4 63.41 64.06 66.78
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 74.53 64.08 10.45 15.5% 3.65 5.4% 33% False False 45,688
10 77.79 64.08 13.71 20.3% 2.81 4.2% 25% False False 45,286
20 79.65 64.08 15.57 23.0% 2.43 3.6% 22% False False 42,135
40 86.49 64.08 22.41 33.2% 2.30 3.4% 16% False False 38,494
60 92.32 64.08 28.24 41.8% 2.06 3.0% 12% False False 34,720
80 95.10 64.08 31.02 45.9% 1.82 2.7% 11% False False 28,902
100 98.02 64.08 33.94 50.2% 1.64 2.4% 10% False False 25,257
120 100.52 64.08 36.44 53.9% 1.50 2.2% 10% False False 22,254
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.47
2.618 72.15
1.618 70.73
1.000 69.85
0.618 69.31
HIGH 68.43
0.618 67.89
0.500 67.72
0.382 67.55
LOW 67.01
0.618 66.13
1.000 65.59
1.618 64.71
2.618 63.29
4.250 60.98
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 67.72 67.34
PP 67.67 67.13
S1 67.61 66.91

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

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