NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 63.70 64.06 0.36 0.6% 65.90
High 64.72 64.06 -0.66 -1.0% 69.97
Low 62.94 61.42 -1.52 -2.4% 64.85
Close 64.54 61.99 -2.55 -4.0% 66.50
Range 1.78 2.64 0.86 48.3% 5.12
ATR 2.20 2.27 0.07 3.0% 0.00
Volume 27,544 17,461 -10,083 -36.6% 80,792
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.41 68.84 63.44
R3 67.77 66.20 62.72
R2 65.13 65.13 62.47
R1 63.56 63.56 62.23 63.03
PP 62.49 62.49 62.49 62.22
S1 60.92 60.92 61.75 60.39
S2 59.85 59.85 61.51
S3 57.21 58.28 61.26
S4 54.57 55.64 60.54
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 68.67 61.42 7.25 11.7% 2.06 3.3% 8% False True 17,718
10 74.80 61.42 13.38 21.6% 2.72 4.4% 4% False True 16,489
20 77.82 61.42 16.40 26.5% 2.25 3.6% 3% False True 13,706
40 82.02 61.42 20.60 33.2% 1.97 3.2% 3% False True 10,904
60 91.81 61.42 30.39 49.0% 1.80 2.9% 2% False True 9,268
80 93.40 61.42 31.98 51.6% 1.59 2.6% 2% False True 7,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 75.28
2.618 70.97
1.618 68.33
1.000 66.70
0.618 65.69
HIGH 64.06
0.618 63.05
0.500 62.74
0.382 62.43
LOW 61.42
0.618 59.79
1.000 58.78
1.618 57.15
2.618 54.51
4.250 50.20
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 62.74 63.76
PP 62.49 63.17
S1 62.24 62.58

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

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