NYMEX Light Sweet Crude Oil Future June 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 67.45 66.29 -1.16 -1.7% 67.10
High 67.62 66.29 -1.33 -2.0% 70.25
Low 65.99 63.72 -2.27 -3.4% 64.88
Close 66.68 64.00 -2.68 -4.0% 66.68
Range 1.63 2.57 0.94 57.7% 5.37
ATR 2.28 2.33 0.05 2.1% 0.00
Volume 31,953 28,810 -3,143 -9.8% 212,274
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.38 70.76 65.41
R3 69.81 68.19 64.71
R2 67.24 67.24 64.47
R1 65.62 65.62 64.24 65.15
PP 64.67 64.67 64.67 64.43
S1 63.05 63.05 63.76 62.58
S2 62.10 62.10 63.53
S3 59.53 60.48 63.29
S4 56.96 57.91 62.59
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.38 80.40 69.63
R3 78.01 75.03 68.16
R2 72.64 72.64 67.66
R1 69.66 69.66 67.17 68.47
PP 67.27 67.27 67.27 66.67
S1 64.29 64.29 66.19 63.10
S2 61.90 61.90 65.70
S3 56.53 58.92 65.20
S4 51.16 53.55 63.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.87 63.72 6.15 9.6% 1.94 3.0% 5% False True 37,457
10 77.28 63.72 13.56 21.2% 2.72 4.3% 2% False True 35,983
20 79.86 63.72 16.14 25.2% 2.31 3.6% 2% False True 35,578
40 83.72 63.72 20.00 31.3% 2.14 3.3% 1% False True 35,225
60 91.94 63.72 28.22 44.1% 1.94 3.0% 1% False True 32,853
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 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.21
2.618 73.02
1.618 70.45
1.000 68.86
0.618 67.88
HIGH 66.29
0.618 65.31
0.500 65.01
0.382 64.70
LOW 63.72
0.618 62.13
1.000 61.15
1.618 59.56
2.618 56.99
4.250 52.80
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 65.01 66.34
PP 64.67 65.56
S1 64.34 64.78

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

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