NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 61.12 59.17 -1.95 -3.2% 65.46
High 61.68 59.57 -2.11 -3.4% 65.55
Low 58.96 57.40 -1.56 -2.6% 57.40
Close 59.95 57.81 -2.14 -3.6% 57.81
Range 2.72 2.17 -0.55 -20.2% 8.15
ATR 2.60 2.59 0.00 -0.1% 0.00
Volume 392,493 414,224 21,731 5.5% 1,915,770
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 64.77 63.46 59.00
R3 62.60 61.29 58.41
R2 60.43 60.43 58.21
R1 59.12 59.12 58.01 58.69
PP 58.26 58.26 58.26 58.05
S1 56.95 56.95 57.61 56.52
S2 56.09 56.09 57.41
S3 53.92 54.78 57.21
S4 51.75 52.61 56.62
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.70 79.41 62.29
R3 76.55 71.26 60.05
R2 68.40 68.40 59.30
R1 63.11 63.11 58.56 61.68
PP 60.25 60.25 60.25 59.54
S1 54.96 54.96 57.06 53.53
S2 52.10 52.10 56.32
S3 43.95 46.81 55.57
S4 35.80 38.66 53.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.55 57.40 8.15 14.1% 2.52 4.4% 5% False True 383,154
10 69.54 57.40 12.14 21.0% 2.63 4.6% 3% False True 358,721
20 77.83 57.40 20.43 35.3% 2.62 4.5% 2% False True 311,754
40 83.28 57.40 25.88 44.8% 2.31 4.0% 2% False True 201,569
60 93.07 57.40 35.67 61.7% 2.30 4.0% 1% False True 151,379
80 94.16 57.40 36.76 63.6% 2.10 3.6% 1% False True 119,641
100 99.36 57.40 41.96 72.6% 1.91 3.3% 1% False True 98,963
120 102.53 57.40 45.13 78.1% 1.77 3.1% 1% False True 84,412
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.79
2.618 65.25
1.618 63.08
1.000 61.74
0.618 60.91
HIGH 59.57
0.618 58.74
0.500 58.49
0.382 58.23
LOW 57.40
0.618 56.06
1.000 55.23
1.618 53.89
2.618 51.72
4.250 48.18
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 58.49 60.42
PP 58.26 59.55
S1 58.04 58.68

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

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