NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 73.89 67.10 -6.79 -9.2% 77.09
High 73.89 70.25 -3.64 -4.9% 77.28
Low 66.78 64.88 -1.90 -2.8% 66.78
Close 67.10 69.79 2.69 4.0% 67.10
Range 7.11 5.37 -1.74 -24.5% 10.50
ATR 2.23 2.45 0.22 10.1% 0.00
Volume 29,870 53,799 23,929 80.1% 118,750
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.42 82.47 72.74
R3 79.05 77.10 71.27
R2 73.68 73.68 70.77
R1 71.73 71.73 70.28 72.71
PP 68.31 68.31 68.31 68.79
S1 66.36 66.36 69.30 67.34
S2 62.94 62.94 68.81
S3 57.57 60.99 68.31
S4 52.20 55.62 66.84
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 101.89 94.99 72.88
R3 91.39 84.49 69.99
R2 80.89 80.89 69.03
R1 73.99 73.99 68.06 72.19
PP 70.39 70.39 70.39 69.49
S1 63.49 63.49 66.14 61.69
S2 59.89 59.89 65.18
S3 49.39 52.99 64.21
S4 38.89 42.49 61.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.28 64.88 12.40 17.8% 3.50 5.0% 40% False True 34,509
10 77.70 64.88 12.82 18.4% 2.61 3.7% 38% False True 35,454
20 80.73 64.88 15.85 22.7% 2.31 3.3% 31% False True 35,899
40 86.88 64.88 22.00 31.5% 2.14 3.1% 22% False True 34,993
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.07
2.618 84.31
1.618 78.94
1.000 75.62
0.618 73.57
HIGH 70.25
0.618 68.20
0.500 67.57
0.382 66.93
LOW 64.88
0.618 61.56
1.000 59.51
1.618 56.19
2.618 50.82
4.250 42.06
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 69.05 69.89
PP 68.31 69.86
S1 67.57 69.82

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

View Archives - Comment on this page... - Back to Index of Symbols