NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 66.89 65.84 -1.05 -1.6% 66.66
High 67.13 65.84 -1.29 -1.9% 69.86
Low 65.61 63.34 -2.27 -3.5% 64.34
Close 66.28 63.59 -2.69 -4.1% 66.28
Range 1.52 2.50 0.98 64.5% 5.52
ATR 2.32 2.36 0.04 1.9% 0.00
Volume 19,925 17,267 -2,658 -13.3% 103,303
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.76 70.17 64.97
R3 69.26 67.67 64.28
R2 66.76 66.76 64.05
R1 65.17 65.17 63.82 64.72
PP 64.26 64.26 64.26 64.03
S1 62.67 62.67 63.36 62.22
S2 61.76 61.76 63.13
S3 59.26 60.17 62.90
S4 56.76 57.67 62.22
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.39 80.35 69.32
R3 77.87 74.83 67.80
R2 72.35 72.35 67.29
R1 69.31 69.31 66.79 68.07
PP 66.83 66.83 66.83 66.21
S1 63.79 63.79 65.77 62.55
S2 61.31 61.31 65.27
S3 55.79 58.27 64.76
S4 50.27 52.75 63.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.52 63.34 6.18 9.7% 1.92 3.0% 4% False True 18,979
10 77.14 63.34 13.80 21.7% 2.74 4.3% 2% False True 17,706
20 79.70 63.34 16.36 25.7% 2.33 3.7% 2% False True 17,248
40 83.90 63.34 20.56 32.3% 2.13 3.3% 1% False True 15,160
60 92.17 63.34 28.83 45.3% 1.96 3.1% 1% False True 12,965
80 93.50 63.34 30.16 47.4% 1.70 2.7% 1% False True 10,703
100 97.35 63.34 34.01 53.5% 1.53 2.4% 1% False True 9,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 76.47
2.618 72.39
1.618 69.89
1.000 68.34
0.618 67.39
HIGH 65.84
0.618 64.89
0.500 64.59
0.382 64.30
LOW 63.34
0.618 61.80
1.000 60.84
1.618 59.30
2.618 56.80
4.250 52.72
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 64.59 65.94
PP 64.26 65.15
S1 63.92 64.37

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

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