NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 56.17 55.12 -1.05 -1.9% 56.90
High 59.04 58.42 -0.62 -1.1% 59.27
Low 54.28 54.42 0.14 0.3% 53.94
Close 54.36 57.13 2.77 5.1% 57.13
Range 4.76 4.00 -0.76 -16.0% 5.33
ATR 2.97 3.04 0.08 2.6% 0.00
Volume 454,009 383,536 -70,473 -15.5% 1,665,184
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.66 66.89 59.33
R3 64.66 62.89 58.23
R2 60.66 60.66 57.86
R1 58.89 58.89 57.50 59.78
PP 56.66 56.66 56.66 57.10
S1 54.89 54.89 56.76 55.78
S2 52.66 52.66 56.40
S3 48.66 50.89 56.03
S4 44.66 46.89 54.93
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.77 70.28 60.06
R3 67.44 64.95 58.60
R2 62.11 62.11 58.11
R1 59.62 59.62 57.62 60.87
PP 56.78 56.78 56.78 57.40
S1 54.29 54.29 56.64 55.54
S2 51.45 51.45 56.15
S3 46.12 48.96 55.66
S4 40.79 43.63 54.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.27 53.94 5.33 9.3% 4.10 7.2% 60% False False 333,036
10 65.61 53.94 11.67 20.4% 3.29 5.8% 27% False False 229,515
20 77.81 53.94 23.87 41.8% 3.09 5.4% 13% False False 142,962
40 82.32 53.94 28.38 49.7% 2.51 4.4% 11% False False 90,727
60 92.47 53.94 38.53 67.4% 2.44 4.3% 8% False False 69,581
80 93.83 53.94 39.89 69.8% 2.20 3.8% 8% False False 55,781
100 96.27 53.94 42.33 74.1% 1.96 3.4% 8% False False 45,988
120 100.76 53.94 46.82 82.0% 1.80 3.1% 7% False False 39,206
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.42
2.618 68.89
1.618 64.89
1.000 62.42
0.618 60.89
HIGH 58.42
0.618 56.89
0.500 56.42
0.382 55.95
LOW 54.42
0.618 51.95
1.000 50.42
1.618 47.95
2.618 43.95
4.250 37.42
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 56.89 57.01
PP 56.66 56.89
S1 56.42 56.78

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

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