NYMEX Light Sweet Crude Oil Future May 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 67.18 66.09 -1.09 -1.6% 65.90
High 67.44 66.09 -1.35 -2.0% 69.97
Low 65.84 63.64 -2.20 -3.3% 64.85
Close 66.50 63.81 -2.69 -4.0% 66.50
Range 1.60 2.45 0.85 53.1% 5.12
ATR 2.18 2.23 0.05 2.2% 0.00
Volume 14,733 16,720 1,987 13.5% 80,792
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.86 70.29 65.16
R3 69.41 67.84 64.48
R2 66.96 66.96 64.26
R1 65.39 65.39 64.03 64.95
PP 64.51 64.51 64.51 64.30
S1 62.94 62.94 63.59 62.50
S2 62.06 62.06 63.36
S3 59.61 60.49 63.14
S4 57.16 58.04 62.46
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 82.47 79.60 69.32
R3 77.35 74.48 67.91
R2 72.23 72.23 67.44
R1 69.36 69.36 66.97 70.80
PP 67.11 67.11 67.11 67.82
S1 64.24 64.24 66.03 65.68
S2 61.99 61.99 65.56
S3 56.87 59.12 65.09
S4 51.75 54.00 63.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.79 63.64 6.15 9.6% 1.90 3.0% 3% False True 15,144
10 77.15 63.64 13.51 21.2% 2.64 4.1% 1% False True 14,538
20 79.76 63.64 16.12 25.3% 2.20 3.4% 1% False True 12,416
40 83.71 63.64 20.07 31.5% 1.98 3.1% 1% False True 10,125
60 91.81 63.64 28.17 44.1% 1.77 2.8% 1% False True 8,614
80 93.40 63.64 29.76 46.6% 1.56 2.4% 1% False True 7,155
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 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 76.50
2.618 72.50
1.618 70.05
1.000 68.54
0.618 67.60
HIGH 66.09
0.618 65.15
0.500 64.87
0.382 64.58
LOW 63.64
0.618 62.13
1.000 61.19
1.618 59.68
2.618 57.23
4.250 53.23
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 64.87 66.16
PP 64.51 65.37
S1 64.16 64.59

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

View Archives - Comment on this page... - Back to Index of Symbols