NYMEX Light Sweet Crude Oil Future February 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 69.36 67.70 -1.66 -2.4% 76.70
High 69.40 68.32 -1.08 -1.6% 77.05
Low 66.80 66.86 0.06 0.1% 65.92
Close 67.00 67.46 0.46 0.7% 66.26
Range 2.60 1.46 -1.14 -43.8% 11.13
ATR 2.66 2.57 -0.09 -3.2% 0.00
Volume 89,168 64,170 -24,998 -28.0% 166,468
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.93 71.15 68.26
R3 70.47 69.69 67.86
R2 69.01 69.01 67.73
R1 68.23 68.23 67.59 67.89
PP 67.55 67.55 67.55 67.38
S1 66.77 66.77 67.33 66.43
S2 66.09 66.09 67.19
S3 64.63 65.31 67.06
S4 63.17 63.85 66.66
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 103.13 95.83 72.38
R3 92.00 84.70 69.32
R2 80.87 80.87 68.30
R1 73.57 73.57 67.28 71.66
PP 69.74 69.74 69.74 68.79
S1 62.44 62.44 65.24 60.53
S2 58.61 58.61 64.22
S3 47.48 51.31 63.20
S4 36.35 40.18 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.56 63.88 10.68 15.8% 3.73 5.5% 34% False False 63,213
10 77.81 63.88 13.93 20.6% 2.87 4.3% 26% False False 54,829
20 79.69 63.88 15.81 23.4% 2.49 3.7% 23% False False 49,733
40 86.87 63.88 22.99 34.1% 2.35 3.5% 16% False False 39,263
60 92.63 63.88 28.75 42.6% 2.14 3.2% 12% False False 32,691
80 95.39 63.88 31.51 46.7% 1.89 2.8% 11% False False 26,790
100 98.68 63.88 34.80 51.6% 1.71 2.5% 10% False False 22,710
120 101.33 63.88 37.45 55.5% 1.55 2.3% 10% False False 19,495
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.53
2.618 72.14
1.618 70.68
1.000 69.78
0.618 69.22
HIGH 68.32
0.618 67.76
0.500 67.59
0.382 67.42
LOW 66.86
0.618 65.96
1.000 65.40
1.618 64.50
2.618 63.04
4.250 60.66
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 67.59 67.23
PP 67.55 66.99
S1 67.50 66.76

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

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