NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 67.10 69.87 2.77 4.1% 77.09
High 70.25 69.87 -0.38 -0.5% 77.28
Low 64.88 67.70 2.82 4.3% 66.78
Close 69.79 67.86 -1.93 -2.8% 67.10
Range 5.37 2.17 -3.20 -59.6% 10.50
ATR 2.45 2.43 -0.02 -0.8% 0.00
Volume 53,799 54,864 1,065 2.0% 118,750
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 74.99 73.59 69.05
R3 72.82 71.42 68.46
R2 70.65 70.65 68.26
R1 69.25 69.25 68.06 68.87
PP 68.48 68.48 68.48 68.28
S1 67.08 67.08 67.66 66.70
S2 66.31 66.31 67.46
S3 64.14 64.91 67.26
S4 61.97 62.74 66.67
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 101.89 94.99 72.88
R3 91.39 84.49 69.99
R2 80.89 80.89 69.03
R1 73.99 73.99 68.06 72.19
PP 70.39 70.39 70.39 69.49
S1 63.49 63.49 66.14 61.69
S2 59.89 59.89 65.18
S3 49.39 52.99 64.21
S4 38.89 42.49 61.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.75 64.88 11.87 17.5% 3.65 5.4% 25% False False 39,811
10 77.70 64.88 12.82 18.9% 2.70 4.0% 23% False False 37,428
20 79.86 64.88 14.98 22.1% 2.30 3.4% 20% False False 37,257
40 86.60 64.88 21.72 32.0% 2.15 3.2% 14% False False 35,495
60 91.94 64.88 27.06 39.9% 1.90 2.8% 11% False False 32,140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.09
2.618 75.55
1.618 73.38
1.000 72.04
0.618 71.21
HIGH 69.87
0.618 69.04
0.500 68.79
0.382 68.53
LOW 67.70
0.618 66.36
1.000 65.53
1.618 64.19
2.618 62.02
4.250 58.48
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 68.79 69.39
PP 68.48 68.88
S1 68.17 68.37

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

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