NYMEX Light Sweet Crude Oil Future April 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 63.50 61.97 -1.53 -2.4% 66.66
High 63.78 62.39 -1.39 -2.2% 69.86
Low 61.10 59.90 -1.20 -2.0% 64.34
Close 61.70 60.87 -0.83 -1.3% 66.28
Range 2.68 2.49 -0.19 -7.1% 5.52
ATR 2.39 2.40 0.01 0.3% 0.00
Volume 21,123 28,743 7,620 36.1% 103,303
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.52 67.19 62.24
R3 66.03 64.70 61.55
R2 63.54 63.54 61.33
R1 62.21 62.21 61.10 61.63
PP 61.05 61.05 61.05 60.77
S1 59.72 59.72 60.64 59.14
S2 58.56 58.56 60.41
S3 56.07 57.23 60.19
S4 53.58 54.74 59.50
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 67.13 59.90 7.23 11.9% 2.21 3.6% 13% False True 23,136
10 73.71 59.90 13.81 22.7% 2.95 4.8% 7% False True 21,203
20 77.75 59.90 17.85 29.3% 2.44 4.0% 5% False True 18,593
40 82.27 59.90 22.37 36.8% 2.14 3.5% 4% False True 16,137
60 91.54 59.90 31.64 52.0% 2.00 3.3% 3% False True 14,029
80 93.50 59.90 33.60 55.2% 1.76 2.9% 3% False True 11,577
100 97.35 59.90 37.45 61.5% 1.58 2.6% 3% False True 9,831
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.97
2.618 68.91
1.618 66.42
1.000 64.88
0.618 63.93
HIGH 62.39
0.618 61.44
0.500 61.15
0.382 60.85
LOW 59.90
0.618 58.36
1.000 57.41
1.618 55.87
2.618 53.38
4.250 49.32
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 61.15 62.33
PP 61.05 61.84
S1 60.96 61.36

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

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