NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 66.09 63.70 -2.39 -3.6% 65.90
High 66.09 64.72 -1.37 -2.1% 69.97
Low 63.64 62.94 -0.70 -1.1% 64.85
Close 63.81 64.54 0.73 1.1% 66.50
Range 2.45 1.78 -0.67 -27.3% 5.12
ATR 2.23 2.20 -0.03 -1.4% 0.00
Volume 16,720 27,544 10,824 64.7% 80,792
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 69.41 68.75 65.52
R3 67.63 66.97 65.03
R2 65.85 65.85 64.87
R1 65.19 65.19 64.70 65.52
PP 64.07 64.07 64.07 64.23
S1 63.41 63.41 64.38 63.74
S2 62.29 62.29 64.21
S3 60.51 61.63 64.05
S4 58.73 59.85 63.56
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 82.47 79.60 69.32
R3 77.35 74.48 67.91
R2 72.23 72.23 67.44
R1 69.36 69.36 66.97 70.80
PP 67.11 67.11 67.11 67.82
S1 64.24 64.24 66.03 65.68
S2 61.99 61.99 65.56
S3 56.87 59.12 65.09
S4 51.75 54.00 63.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.83 62.94 5.89 9.1% 1.81 2.8% 27% False True 16,506
10 76.74 62.94 13.80 21.4% 2.71 4.2% 12% False True 15,700
20 78.08 62.94 15.14 23.5% 2.17 3.4% 11% False True 13,285
40 83.21 62.94 20.27 31.4% 1.99 3.1% 8% False True 10,670
60 91.81 62.94 28.87 44.7% 1.78 2.8% 6% False True 9,017
80 93.40 62.94 30.46 47.2% 1.57 2.4% 5% False True 7,479
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.29
2.618 69.38
1.618 67.60
1.000 66.50
0.618 65.82
HIGH 64.72
0.618 64.04
0.500 63.83
0.382 63.62
LOW 62.94
0.618 61.84
1.000 61.16
1.618 60.06
2.618 58.28
4.250 55.38
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 64.30 65.19
PP 64.07 64.97
S1 63.83 64.76

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

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