NYMEX Light Sweet Crude Oil Future June 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 69.87 68.65 -1.22 -1.7% 77.09
High 69.87 69.00 -0.87 -1.2% 77.28
Low 67.70 67.64 -0.06 -0.1% 66.78
Close 67.86 68.15 0.29 0.4% 67.10
Range 2.17 1.36 -0.81 -37.3% 10.50
ATR 2.43 2.36 -0.08 -3.2% 0.00
Volume 54,864 35,757 -19,107 -34.8% 118,750
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.34 71.61 68.90
R3 70.98 70.25 68.52
R2 69.62 69.62 68.40
R1 68.89 68.89 68.27 68.58
PP 68.26 68.26 68.26 68.11
S1 67.53 67.53 68.03 67.22
S2 66.90 66.90 67.90
S3 65.54 66.17 67.78
S4 64.18 64.81 67.40
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 74.90 64.88 10.02 14.7% 3.41 5.0% 33% False False 41,525
10 77.70 64.88 12.82 18.8% 2.63 3.9% 26% False False 37,844
20 79.86 64.88 14.98 22.0% 2.26 3.3% 22% False False 37,367
40 85.73 64.88 20.85 30.6% 2.16 3.2% 16% False False 35,777
60 91.94 64.88 27.06 39.7% 1.91 2.8% 12% False False 32,451
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 0.56
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.78
2.618 72.56
1.618 71.20
1.000 70.36
0.618 69.84
HIGH 69.00
0.618 68.48
0.500 68.32
0.382 68.16
LOW 67.64
0.618 66.80
1.000 66.28
1.618 65.44
2.618 64.08
4.250 61.86
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 68.32 67.96
PP 68.26 67.76
S1 68.21 67.57

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

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