NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 64.44 62.68 -1.76 -2.7% 66.55
High 64.44 63.05 -1.39 -2.2% 70.20
Low 61.85 61.18 -0.67 -1.1% 65.15
Close 62.45 61.78 -0.67 -1.1% 66.82
Range 2.59 1.87 -0.72 -27.8% 5.05
ATR 2.20 2.18 -0.02 -1.1% 0.00
Volume 9,397 8,195 -1,202 -12.8% 27,902
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.61 66.57 62.81
R3 65.74 64.70 62.29
R2 63.87 63.87 62.12
R1 62.83 62.83 61.95 62.42
PP 62.00 62.00 62.00 61.80
S1 60.96 60.96 61.61 60.55
S2 60.13 60.13 61.44
S3 58.26 59.09 61.27
S4 56.39 57.22 60.75
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 82.54 79.73 69.60
R3 77.49 74.68 68.21
R2 72.44 72.44 67.75
R1 69.63 69.63 67.28 71.04
PP 67.39 67.39 67.39 68.09
S1 64.58 64.58 66.36 65.99
S2 62.34 62.34 65.89
S3 57.29 59.53 65.43
S4 52.24 54.48 64.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.70 61.18 6.52 10.6% 1.99 3.2% 9% False True 7,736
10 73.63 61.18 12.45 20.2% 2.67 4.3% 5% False True 6,750
20 77.60 61.18 16.42 26.6% 2.21 3.6% 4% False True 5,838
40 81.63 61.18 20.45 33.1% 1.88 3.0% 3% False True 4,671
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.00
2.618 67.95
1.618 66.08
1.000 64.92
0.618 64.21
HIGH 63.05
0.618 62.34
0.500 62.12
0.382 61.89
LOW 61.18
0.618 60.02
1.000 59.31
1.618 58.15
2.618 56.28
4.250 53.23
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 62.12 63.09
PP 62.00 62.65
S1 61.89 62.22

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

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