NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 67.52 67.03 -0.49 -0.7% 66.48
High 68.40 67.07 -1.33 -1.9% 69.74
Low 66.33 65.40 -0.93 -1.4% 64.08
Close 67.03 66.08 -0.95 -1.4% 66.08
Range 2.07 1.67 -0.40 -19.3% 5.66
ATR 2.48 2.42 -0.06 -2.3% 0.00
Volume 37,604 35,660 -1,944 -5.2% 238,072
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.19 70.31 67.00
R3 69.52 68.64 66.54
R2 67.85 67.85 66.39
R1 66.97 66.97 66.23 66.58
PP 66.18 66.18 66.18 65.99
S1 65.30 65.30 65.93 64.91
S2 64.51 64.51 65.77
S3 62.84 63.63 65.62
S4 61.17 61.96 65.16
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.61 80.51 69.19
R3 77.95 74.85 67.64
R2 72.29 72.29 67.12
R1 69.19 69.19 66.60 67.91
PP 66.63 66.63 66.63 66.00
S1 63.53 63.53 65.56 62.25
S2 60.97 60.97 65.04
S3 55.31 57.87 64.52
S4 49.65 52.21 62.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.74 64.08 5.66 8.6% 2.66 4.0% 35% False False 47,614
10 77.79 64.08 13.71 20.7% 2.84 4.3% 15% False False 41,038
20 79.65 64.08 15.57 23.6% 2.41 3.7% 13% False False 40,688
40 84.51 64.08 20.43 30.9% 2.26 3.4% 10% False False 38,243
60 92.32 64.08 28.24 42.7% 2.06 3.1% 7% False False 35,114
80 94.90 64.08 30.82 46.6% 1.84 2.8% 6% False False 29,599
100 98.02 64.08 33.94 51.4% 1.66 2.5% 6% False False 25,806
120 100.52 64.08 36.44 55.1% 1.52 2.3% 5% False False 22,697
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 74.17
2.618 71.44
1.618 69.77
1.000 68.74
0.618 68.10
HIGH 67.07
0.618 66.43
0.500 66.24
0.382 66.04
LOW 65.40
0.618 64.37
1.000 63.73
1.618 62.70
2.618 61.03
4.250 58.30
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 66.24 66.92
PP 66.18 66.64
S1 66.13 66.36

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

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