NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 63.55 61.71 -1.84 -2.9% 66.48
High 63.67 62.12 -1.55 -2.4% 69.74
Low 60.84 59.54 -1.30 -2.1% 64.08
Close 61.42 60.52 -0.90 -1.5% 66.08
Range 2.83 2.58 -0.25 -8.8% 5.66
ATR 2.49 2.50 0.01 0.3% 0.00
Volume 57,976 62,256 4,280 7.4% 238,072
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.47 67.07 61.94
R3 65.89 64.49 61.23
R2 63.31 63.31 60.99
R1 61.91 61.91 60.76 61.32
PP 60.73 60.73 60.73 60.43
S1 59.33 59.33 60.28 58.74
S2 58.15 58.15 60.05
S3 55.57 56.75 59.81
S4 52.99 54.17 59.10
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 67.07 59.54 7.53 12.4% 2.36 3.9% 13% False True 50,952
10 73.68 59.54 14.14 23.4% 3.11 5.1% 7% False True 49,091
20 77.79 59.54 18.25 30.2% 2.58 4.3% 5% False True 44,425
40 82.58 59.54 23.04 38.1% 2.26 3.7% 4% False True 39,661
60 91.92 59.54 32.38 53.5% 2.13 3.5% 3% False True 37,317
80 93.80 59.54 34.26 56.6% 1.90 3.1% 3% False True 31,830
100 98.01 59.54 38.47 63.6% 1.72 2.8% 3% False True 27,481
120 100.52 59.54 40.98 67.7% 1.58 2.6% 2% False True 24,276
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.09
2.618 68.87
1.618 66.29
1.000 64.70
0.618 63.71
HIGH 62.12
0.618 61.13
0.500 60.83
0.382 60.53
LOW 59.54
0.618 57.95
1.000 56.96
1.618 55.37
2.618 52.79
4.250 48.58
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 60.83 62.05
PP 60.73 61.54
S1 60.62 61.03

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

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