NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 68.22 67.53 -0.69 -1.0% 66.55
High 68.94 67.70 -1.24 -1.8% 70.20
Low 67.16 66.26 -0.90 -1.3% 65.15
Close 67.73 66.82 -0.91 -1.3% 66.82
Range 1.78 1.44 -0.34 -19.1% 5.05
ATR 2.18 2.13 -0.05 -2.3% 0.00
Volume 3,736 3,942 206 5.5% 27,902
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.25 70.47 67.61
R3 69.81 69.03 67.22
R2 68.37 68.37 67.08
R1 67.59 67.59 66.95 67.26
PP 66.93 66.93 66.93 66.76
S1 66.15 66.15 66.69 65.82
S2 65.49 65.49 66.56
S3 64.05 64.71 66.42
S4 62.61 63.27 66.03
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 82.54 79.73 69.60
R3 77.49 74.68 68.21
R2 72.44 72.44 67.75
R1 69.63 69.63 67.28 71.04
PP 67.39 67.39 67.39 68.09
S1 64.58 64.58 66.36 65.99
S2 62.34 62.34 65.89
S3 57.29 59.53 65.43
S4 52.24 54.48 64.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.20 65.15 5.05 7.6% 2.29 3.4% 33% False False 5,580
10 77.60 65.15 12.45 18.6% 2.45 3.7% 13% False False 5,435
20 79.75 65.15 14.60 21.8% 2.06 3.1% 11% False False 4,880
40 83.79 65.15 18.64 27.9% 1.90 2.8% 9% False False 4,147
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.82
2.618 71.47
1.618 70.03
1.000 69.14
0.618 68.59
HIGH 67.70
0.618 67.15
0.500 66.98
0.382 66.81
LOW 66.26
0.618 65.37
1.000 64.82
1.618 63.93
2.618 62.49
4.250 60.14
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 66.98 67.64
PP 66.93 67.36
S1 66.87 67.09

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

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