NYMEX Light Sweet Crude Oil Future April 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 73.71 66.66 -7.05 -9.6% 76.71
High 73.71 69.86 -3.85 -5.2% 77.14
Low 66.37 64.34 -2.03 -3.1% 66.37
Close 66.64 69.41 2.77 4.2% 66.64
Range 7.34 5.52 -1.82 -24.8% 10.77
ATR 2.27 2.50 0.23 10.3% 0.00
Volume 12,970 25,672 12,702 97.9% 56,492
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.43 82.44 72.45
R3 78.91 76.92 70.93
R2 73.39 73.39 70.42
R1 71.40 71.40 69.92 72.40
PP 67.87 67.87 67.87 68.37
S1 65.88 65.88 68.90 66.88
S2 62.35 62.35 68.40
S3 56.83 60.36 67.89
S4 51.31 54.84 66.37
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 102.36 95.27 72.56
R3 91.59 84.50 69.60
R2 80.82 80.82 68.61
R1 73.73 73.73 67.63 71.89
PP 70.05 70.05 70.05 69.13
S1 62.96 62.96 65.65 61.12
S2 59.28 59.28 64.67
S3 48.51 52.19 63.68
S4 37.74 41.42 60.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.14 64.34 12.80 18.4% 3.55 5.1% 40% False True 16,432
10 77.75 64.34 13.41 19.3% 2.64 3.8% 38% False True 16,545
20 80.73 64.34 16.39 23.6% 2.36 3.4% 31% False True 16,703
40 87.50 64.34 23.16 33.4% 2.14 3.1% 22% False True 14,159
60 92.17 64.34 27.83 40.1% 1.89 2.7% 18% False True 11,850
80 95.01 64.34 30.67 44.2% 1.64 2.4% 17% False True 9,722
100 97.49 64.34 33.15 47.8% 1.49 2.1% 15% False True 8,339
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 93.32
2.618 84.31
1.618 78.79
1.000 75.38
0.618 73.27
HIGH 69.86
0.618 67.75
0.500 67.10
0.382 66.45
LOW 64.34
0.618 60.93
1.000 58.82
1.618 55.41
2.618 49.89
4.250 40.88
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 68.64 69.44
PP 67.87 69.43
S1 67.10 69.42

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

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