NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 55.50 55.83 0.33 0.6% 65.46
High 58.98 58.73 -0.25 -0.4% 65.55
Low 54.21 54.05 -0.16 -0.3% 57.40
Close 56.47 54.11 -2.36 -4.2% 57.81
Range 4.77 4.68 -0.09 -1.9% 8.15
ATR 2.88 3.01 0.13 4.5% 0.00
Volume 351,977 106,315 -245,662 -69.8% 1,915,770
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 69.67 66.57 56.68
R3 64.99 61.89 55.40
R2 60.31 60.31 54.97
R1 57.21 57.21 54.54 56.42
PP 55.63 55.63 55.63 55.24
S1 52.53 52.53 53.68 51.74
S2 50.95 50.95 53.25
S3 46.27 47.85 52.82
S4 41.59 43.17 51.54
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 59.57 53.60 5.97 11.0% 3.78 7.0% 9% False False 363,249
10 66.85 53.60 13.25 24.5% 3.10 5.7% 4% False False 359,432
20 77.83 53.60 24.23 44.8% 3.05 5.6% 2% False False 340,086
40 82.57 53.60 28.97 53.5% 2.52 4.7% 2% False False 230,447
60 93.07 53.60 39.47 72.9% 2.49 4.6% 1% False False 172,992
80 94.16 53.60 40.56 75.0% 2.25 4.2% 1% False False 136,364
100 98.03 53.60 44.43 82.1% 2.04 3.8% 1% False False 112,403
120 101.87 53.60 48.27 89.2% 1.88 3.5% 1% False False 95,785
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 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.62
2.618 70.98
1.618 66.30
1.000 63.41
0.618 61.62
HIGH 58.73
0.618 56.94
0.500 56.39
0.382 55.84
LOW 54.05
0.618 51.16
1.000 49.37
1.618 46.48
2.618 41.80
4.250 34.16
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 56.39 56.29
PP 55.63 55.56
S1 54.87 54.84

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

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