NYMEX Light Sweet Crude Oil Future February 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 59.39 56.90 -2.49 -4.2% 65.60
High 59.79 59.00 -0.79 -1.3% 65.61
Low 57.66 55.42 -2.24 -3.9% 57.66
Close 58.08 56.26 -1.82 -3.1% 58.08
Range 2.13 3.58 1.45 68.1% 7.95
ATR 2.55 2.62 0.07 2.9% 0.00
Volume 161,612 194,955 33,343 20.6% 629,970
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.63 65.53 58.23
R3 64.05 61.95 57.24
R2 60.47 60.47 56.92
R1 58.37 58.37 56.59 57.63
PP 56.89 56.89 56.89 56.53
S1 54.79 54.79 55.93 54.05
S2 53.31 53.31 55.60
S3 49.73 51.21 55.28
S4 46.15 47.63 54.29
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.30 79.14 62.45
R3 76.35 71.19 60.27
R2 68.40 68.40 59.54
R1 63.24 63.24 58.81 61.85
PP 60.45 60.45 60.45 59.75
S1 55.29 55.29 57.35 53.90
S2 52.50 52.50 56.62
S3 44.55 47.34 55.89
S4 36.60 39.39 53.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.35 55.42 8.93 15.9% 2.66 4.7% 9% False True 150,591
10 69.40 55.42 13.98 24.8% 2.39 4.2% 6% False True 109,295
20 77.81 55.42 22.39 39.8% 2.60 4.6% 4% False True 78,050
40 82.32 55.42 26.90 47.8% 2.29 4.1% 3% False True 56,610
60 92.47 55.42 37.05 65.9% 2.25 4.0% 2% False True 46,087
80 93.83 55.42 38.41 68.3% 2.02 3.6% 2% False True 37,846
100 98.21 55.42 42.79 76.1% 1.84 3.3% 2% False True 31,512
120 101.17 55.42 45.75 81.3% 1.68 3.0% 2% False True 27,079
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 0.49
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 74.22
2.618 68.37
1.618 64.79
1.000 62.58
0.618 61.21
HIGH 59.00
0.618 57.63
0.500 57.21
0.382 56.79
LOW 55.42
0.618 53.21
1.000 51.84
1.618 49.63
2.618 46.05
4.250 40.21
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 57.21 58.65
PP 56.89 57.85
S1 56.58 57.06

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

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