NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 66.55 69.35 2.80 4.2% 76.85
High 70.20 69.85 -0.35 -0.5% 77.08
Low 65.15 67.92 2.77 4.3% 66.95
Close 69.89 68.02 -1.87 -2.7% 67.26
Range 5.05 1.93 -3.12 -61.8% 10.13
ATR 2.31 2.28 -0.02 -1.0% 0.00
Volume 6,646 9,021 2,375 35.7% 21,159
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 74.39 73.13 69.08
R3 72.46 71.20 68.55
R2 70.53 70.53 68.37
R1 69.27 69.27 68.20 68.94
PP 68.60 68.60 68.60 68.43
S1 67.34 67.34 67.84 67.01
S2 66.67 66.67 67.67
S3 64.74 65.41 67.49
S4 62.81 63.48 66.96
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 100.82 94.17 72.83
R3 90.69 84.04 70.05
R2 80.56 80.56 69.12
R1 73.91 73.91 68.19 72.17
PP 70.43 70.43 70.43 69.56
S1 63.78 63.78 66.33 62.04
S2 60.30 60.30 65.40
S3 50.17 53.65 64.47
S4 40.04 43.52 61.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.70 65.15 11.55 17.0% 3.42 5.0% 25% False False 6,362
10 77.60 65.15 12.45 18.3% 2.47 3.6% 23% False False 5,743
20 79.75 65.15 14.60 21.5% 2.09 3.1% 20% False False 5,041
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.05
2.618 74.90
1.618 72.97
1.000 71.78
0.618 71.04
HIGH 69.85
0.618 69.11
0.500 68.89
0.382 68.66
LOW 67.92
0.618 66.73
1.000 65.99
1.618 64.80
2.618 62.87
4.250 59.72
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 68.89 69.39
PP 68.60 68.93
S1 68.31 68.48

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

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