NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 59.17 57.07 -2.10 -3.5% 65.46
High 59.57 58.73 -0.84 -1.4% 65.55
Low 57.40 55.02 -2.38 -4.1% 57.40
Close 57.81 55.91 -1.90 -3.3% 57.81
Range 2.17 3.71 1.54 71.0% 8.15
ATR 2.59 2.67 0.08 3.1% 0.00
Volume 414,224 424,946 10,722 2.6% 1,915,770
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.68 65.51 57.95
R3 63.97 61.80 56.93
R2 60.26 60.26 56.59
R1 58.09 58.09 56.25 57.32
PP 56.55 56.55 56.55 56.17
S1 54.38 54.38 55.57 53.61
S2 52.84 52.84 55.23
S3 49.13 50.67 54.89
S4 45.42 46.96 53.87
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 64.20 55.02 9.18 16.4% 2.71 4.8% 10% False True 402,127
10 69.32 55.02 14.30 25.6% 2.42 4.3% 6% False True 350,803
20 77.83 55.02 22.81 40.8% 2.66 4.8% 4% False True 325,409
40 82.71 55.02 27.69 49.5% 2.35 4.2% 3% False True 210,442
60 93.07 55.02 38.05 68.1% 2.34 4.2% 2% False True 158,081
80 94.16 55.02 39.14 70.0% 2.12 3.8% 2% False True 124,785
100 98.82 55.02 43.80 78.3% 1.94 3.5% 2% False True 103,001
120 102.15 55.02 47.13 84.3% 1.79 3.2% 2% False True 87,875
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 74.50
2.618 68.44
1.618 64.73
1.000 62.44
0.618 61.02
HIGH 58.73
0.618 57.31
0.500 56.88
0.382 56.44
LOW 55.02
0.618 52.73
1.000 51.31
1.618 49.02
2.618 45.31
4.250 39.25
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 56.88 58.35
PP 56.55 57.54
S1 56.23 56.72

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

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