NYMEX Light Sweet Crude Oil Future June 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 63.50 64.22 0.72 1.1% 67.10
High 65.15 64.34 -0.81 -1.2% 70.25
Low 63.29 61.55 -1.74 -2.7% 64.88
Close 64.71 62.25 -2.46 -3.8% 66.68
Range 1.86 2.79 0.93 50.0% 5.37
ATR 2.30 2.36 0.06 2.7% 0.00
Volume 54,110 42,407 -11,703 -21.6% 212,274
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.08 69.46 63.78
R3 68.29 66.67 63.02
R2 65.50 65.50 62.76
R1 63.88 63.88 62.51 63.30
PP 62.71 62.71 62.71 62.42
S1 61.09 61.09 61.99 60.51
S2 59.92 59.92 61.74
S3 57.13 58.30 61.48
S4 54.34 55.51 60.72
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 68.95 61.55 7.40 11.9% 2.17 3.5% 9% False True 38,636
10 74.90 61.55 13.35 21.4% 2.79 4.5% 5% False True 40,080
20 77.91 61.55 16.36 26.3% 2.37 3.8% 4% False True 36,820
40 82.17 61.55 20.62 33.1% 2.12 3.4% 3% False True 36,170
60 91.63 61.55 30.08 48.3% 1.96 3.2% 2% False True 33,902
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 0.41
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 76.20
2.618 71.64
1.618 68.85
1.000 67.13
0.618 66.06
HIGH 64.34
0.618 63.27
0.500 62.95
0.382 62.62
LOW 61.55
0.618 59.83
1.000 58.76
1.618 57.04
2.618 54.25
4.250 49.69
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 62.95 63.92
PP 62.71 63.36
S1 62.48 62.81

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

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