NYMEX Light Sweet Crude Oil Future April 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 67.83 66.89 -0.94 -1.4% 66.66
High 68.53 67.13 -1.40 -2.0% 69.86
Low 66.59 65.61 -0.98 -1.5% 64.34
Close 67.23 66.28 -0.95 -1.4% 66.28
Range 1.94 1.52 -0.42 -21.6% 5.52
ATR 2.37 2.32 -0.05 -2.3% 0.00
Volume 16,939 19,925 2,986 17.6% 103,303
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.90 70.11 67.12
R3 69.38 68.59 66.70
R2 67.86 67.86 66.56
R1 67.07 67.07 66.42 66.71
PP 66.34 66.34 66.34 66.16
S1 65.55 65.55 66.14 65.19
S2 64.82 64.82 66.00
S3 63.30 64.03 65.86
S4 61.78 62.51 65.44
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.39 80.35 69.32
R3 77.87 74.83 67.80
R2 72.35 72.35 67.29
R1 69.31 69.31 66.79 68.07
PP 66.83 66.83 66.83 66.21
S1 63.79 63.79 65.77 62.55
S2 61.31 61.31 65.27
S3 55.79 58.27 64.76
S4 50.27 52.75 63.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.86 64.34 5.52 8.3% 2.53 3.8% 35% False False 20,660
10 77.75 64.34 13.41 20.2% 2.71 4.1% 14% False False 18,028
20 79.70 64.34 15.36 23.2% 2.29 3.5% 13% False False 17,027
40 84.25 64.34 19.91 30.0% 2.12 3.2% 10% False False 15,060
60 92.17 64.34 27.83 42.0% 1.93 2.9% 7% False False 12,818
80 94.52 64.34 30.18 45.5% 1.70 2.6% 6% False False 10,517
100 97.35 64.34 33.01 49.8% 1.52 2.3% 6% False False 8,994
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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.59
2.618 71.11
1.618 69.59
1.000 68.65
0.618 68.07
HIGH 67.13
0.618 66.55
0.500 66.37
0.382 66.19
LOW 65.61
0.618 64.67
1.000 64.09
1.618 63.15
2.618 61.63
4.250 59.15
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 66.37 67.11
PP 66.34 66.83
S1 66.31 66.56

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

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