NYMEX Light Sweet Crude Oil Future July 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 66.37 63.27 -3.10 -4.7% 66.55
High 66.37 65.00 -1.37 -2.1% 70.20
Low 64.04 63.26 -0.78 -1.2% 65.15
Close 64.16 64.85 0.69 1.1% 66.82
Range 2.33 1.74 -0.59 -25.3% 5.05
ATR 2.17 2.14 -0.03 -1.4% 0.00
Volume 6,765 10,381 3,616 53.5% 27,902
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 69.59 68.96 65.81
R3 67.85 67.22 65.33
R2 66.11 66.11 65.17
R1 65.48 65.48 65.01 65.80
PP 64.37 64.37 64.37 64.53
S1 63.74 63.74 64.69 64.06
S2 62.63 62.63 64.53
S3 60.89 62.00 64.37
S4 59.15 60.26 63.89
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 69.01 63.26 5.75 8.9% 1.71 2.6% 28% False True 5,876
10 76.70 63.26 13.44 20.7% 2.56 4.0% 12% False True 6,119
20 78.21 63.26 14.95 23.1% 2.09 3.2% 11% False True 5,361
40 83.29 63.26 20.03 30.9% 1.92 3.0% 8% False True 4,445
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 True
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.40
2.618 69.56
1.618 67.82
1.000 66.74
0.618 66.08
HIGH 65.00
0.618 64.34
0.500 64.13
0.382 63.92
LOW 63.26
0.618 62.18
1.000 61.52
1.618 60.44
2.618 58.70
4.250 55.87
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 64.61 65.48
PP 64.37 65.27
S1 64.13 65.06

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

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