NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 66.66 68.91 2.25 3.4% 76.71
High 69.86 69.52 -0.34 -0.5% 77.14
Low 64.34 67.25 2.91 4.5% 66.37
Close 69.41 67.39 -2.02 -2.9% 66.64
Range 5.52 2.27 -3.25 -58.9% 10.77
ATR 2.50 2.48 -0.02 -0.7% 0.00
Volume 25,672 24,092 -1,580 -6.2% 56,492
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 74.86 73.40 68.64
R3 72.59 71.13 68.01
R2 70.32 70.32 67.81
R1 68.86 68.86 67.60 68.46
PP 68.05 68.05 68.05 67.85
S1 66.59 66.59 67.18 66.19
S2 65.78 65.78 66.97
S3 63.51 64.32 66.77
S4 61.24 62.05 66.14
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 102.36 95.27 72.56
R3 91.59 84.50 69.60
R2 80.82 80.82 68.61
R1 73.73 73.73 67.63 71.89
PP 70.05 70.05 70.05 69.13
S1 62.96 62.96 65.65 61.12
S2 59.28 59.28 64.67
S3 48.51 52.19 63.68
S4 37.74 41.42 60.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.71 64.34 12.37 18.4% 3.75 5.6% 25% False False 17,326
10 77.75 64.34 13.41 19.9% 2.75 4.1% 23% False False 17,488
20 79.70 64.34 15.36 22.8% 2.35 3.5% 20% False False 17,463
40 87.30 64.34 22.96 34.1% 2.15 3.2% 13% False False 14,577
60 92.17 64.34 27.83 41.3% 1.92 2.9% 11% False False 12,203
80 94.76 64.34 30.42 45.1% 1.66 2.5% 10% False False 9,958
100 97.35 64.34 33.01 49.0% 1.50 2.2% 9% False False 8,559
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.17
2.618 75.46
1.618 73.19
1.000 71.79
0.618 70.92
HIGH 69.52
0.618 68.65
0.500 68.39
0.382 68.12
LOW 67.25
0.618 65.85
1.000 64.98
1.618 63.58
2.618 61.31
4.250 57.60
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 68.39 69.03
PP 68.05 68.48
S1 67.72 67.94

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

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