NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 73.50 66.55 -6.95 -9.5% 76.85
High 73.63 70.20 -3.43 -4.7% 77.08
Low 66.95 65.15 -1.80 -2.7% 66.95
Close 67.26 69.89 2.63 3.9% 67.26
Range 6.68 5.05 -1.63 -24.4% 10.13
ATR 2.10 2.31 0.21 10.1% 0.00
Volume 4,865 6,646 1,781 36.6% 21,159
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.56 81.78 72.67
R3 78.51 76.73 71.28
R2 73.46 73.46 70.82
R1 71.68 71.68 70.35 72.57
PP 68.41 68.41 68.41 68.86
S1 66.63 66.63 69.43 67.52
S2 63.36 63.36 68.96
S3 58.31 61.58 68.50
S4 53.26 56.53 67.11
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 100.82 94.17 72.83
R3 90.69 84.04 70.05
R2 80.56 80.56 69.12
R1 73.91 73.91 68.19 72.17
PP 70.43 70.43 70.43 69.56
S1 63.78 63.78 66.33 62.04
S2 60.30 60.30 65.40
S3 50.17 53.65 64.47
S4 40.04 43.52 61.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.08 65.15 11.93 17.1% 3.25 4.6% 40% False True 5,561
10 77.60 65.15 12.45 17.8% 2.40 3.4% 38% False True 5,261
20 80.60 65.15 15.45 22.1% 2.10 3.0% 31% False True 4,679
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 True
Bull Hook False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.66
2.618 83.42
1.618 78.37
1.000 75.25
0.618 73.32
HIGH 70.20
0.618 68.27
0.500 67.68
0.382 67.08
LOW 65.15
0.618 62.03
1.000 60.10
1.618 56.98
2.618 51.93
4.250 43.69
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 69.15 70.03
PP 68.41 69.98
S1 67.68 69.94

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

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