NYMEX Light Sweet Crude Oil Future June 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 68.42 67.45 -0.97 -1.4% 67.10
High 68.95 67.62 -1.33 -1.9% 70.25
Low 66.96 65.99 -0.97 -1.4% 64.88
Close 67.61 66.68 -0.93 -1.4% 66.68
Range 1.99 1.63 -0.36 -18.1% 5.37
ATR 2.33 2.28 -0.05 -2.1% 0.00
Volume 35,901 31,953 -3,948 -11.0% 212,274
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.65 70.80 67.58
R3 70.02 69.17 67.13
R2 68.39 68.39 66.98
R1 67.54 67.54 66.83 67.15
PP 66.76 66.76 66.76 66.57
S1 65.91 65.91 66.53 65.52
S2 65.13 65.13 66.38
S3 63.50 64.28 66.23
S4 61.87 62.65 65.78
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.38 80.40 69.63
R3 78.01 75.03 68.16
R2 72.64 72.64 67.66
R1 69.66 69.66 67.17 68.47
PP 67.27 67.27 67.27 66.67
S1 64.29 64.29 66.19 63.10
S2 61.90 61.90 65.70
S3 56.53 58.92 65.20
S4 51.16 53.55 63.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.25 64.88 5.37 8.1% 2.50 3.8% 34% False False 42,454
10 77.70 64.88 12.82 19.2% 2.67 4.0% 14% False False 36,416
20 79.86 64.88 14.98 22.5% 2.26 3.4% 12% False False 35,496
40 84.00 64.88 19.12 28.7% 2.13 3.2% 9% False False 35,387
60 91.94 64.88 27.06 40.6% 1.92 2.9% 7% False False 32,871
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.55
2.618 71.89
1.618 70.26
1.000 69.25
0.618 68.63
HIGH 67.62
0.618 67.00
0.500 66.81
0.382 66.61
LOW 65.99
0.618 64.98
1.000 64.36
1.618 63.35
2.618 61.72
4.250 59.06
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 66.81 67.50
PP 66.76 67.22
S1 66.72 66.95

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

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