NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 67.03 65.90 -1.13 -1.7% 66.48
High 67.07 65.90 -1.17 -1.7% 69.74
Low 65.40 63.12 -2.28 -3.5% 64.08
Close 66.08 63.38 -2.70 -4.1% 66.08
Range 1.67 2.78 1.11 66.5% 5.66
ATR 2.42 2.46 0.04 1.6% 0.00
Volume 35,660 40,464 4,804 13.5% 238,072
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.47 70.71 64.91
R3 69.69 67.93 64.14
R2 66.91 66.91 63.89
R1 65.15 65.15 63.63 64.64
PP 64.13 64.13 64.13 63.88
S1 62.37 62.37 63.13 61.86
S2 61.35 61.35 62.87
S3 58.57 59.59 62.62
S4 55.79 56.81 61.85
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 69.46 63.12 6.34 10.0% 2.09 3.3% 4% False True 43,878
10 77.11 63.12 13.99 22.1% 2.90 4.6% 2% False True 40,825
20 79.65 63.12 16.53 26.1% 2.47 3.9% 2% False True 41,143
40 84.10 63.12 20.98 33.1% 2.27 3.6% 1% False True 38,309
60 92.32 63.12 29.20 46.1% 2.09 3.3% 1% False True 35,290
80 93.80 63.12 30.68 48.4% 1.85 2.9% 1% False True 29,989
100 98.02 63.12 34.90 55.1% 1.68 2.6% 1% False True 26,133
120 100.52 63.12 37.40 59.0% 1.54 2.4% 1% False True 22,970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.72
2.618 73.18
1.618 70.40
1.000 68.68
0.618 67.62
HIGH 65.90
0.618 64.84
0.500 64.51
0.382 64.18
LOW 63.12
0.618 61.40
1.000 60.34
1.618 58.62
2.618 55.84
4.250 51.31
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 64.51 65.76
PP 64.13 64.97
S1 63.76 64.17

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

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