NYMEX Light Sweet Crude Oil Future April 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 68.91 68.25 -0.66 -1.0% 76.71
High 69.52 68.61 -0.91 -1.3% 77.14
Low 67.25 67.22 -0.03 0.0% 66.37
Close 67.39 67.76 0.37 0.5% 66.64
Range 2.27 1.39 -0.88 -38.8% 10.77
ATR 2.48 2.40 -0.08 -3.1% 0.00
Volume 24,092 16,675 -7,417 -30.8% 56,492
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.03 71.29 68.52
R3 70.64 69.90 68.14
R2 69.25 69.25 68.01
R1 68.51 68.51 67.89 68.19
PP 67.86 67.86 67.86 67.70
S1 67.12 67.12 67.63 66.80
S2 66.47 66.47 67.51
S3 65.08 65.73 67.38
S4 63.69 64.34 67.00
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 74.54 64.34 10.20 15.1% 3.49 5.2% 34% False False 18,506
10 77.75 64.34 13.41 19.8% 2.69 4.0% 26% False False 18,024
20 79.70 64.34 15.36 22.7% 2.31 3.4% 22% False False 17,365
40 86.22 64.34 21.88 32.3% 2.16 3.2% 16% False False 14,798
60 92.17 64.34 27.83 41.1% 1.93 2.9% 12% False False 12,416
80 94.76 64.34 30.42 44.9% 1.68 2.5% 11% False False 10,113
100 97.35 64.34 33.01 48.7% 1.50 2.2% 10% False False 8,701
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 74.52
2.618 72.25
1.618 70.86
1.000 70.00
0.618 69.47
HIGH 68.61
0.618 68.08
0.500 67.92
0.382 67.75
LOW 67.22
0.618 66.36
1.000 65.83
1.618 64.97
2.618 63.58
4.250 61.31
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 67.92 67.54
PP 67.86 67.32
S1 67.81 67.10

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

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