NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 55.12 57.75 2.63 4.8% 56.90
High 58.42 58.53 0.11 0.2% 59.27
Low 54.42 55.13 0.71 1.3% 53.94
Close 57.13 55.26 -1.87 -3.3% 57.13
Range 4.00 3.40 -0.60 -15.0% 5.33
ATR 3.04 3.07 0.03 0.8% 0.00
Volume 383,536 277,319 -106,217 -27.7% 1,665,184
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.51 64.28 57.13
R3 63.11 60.88 56.20
R2 59.71 59.71 55.88
R1 57.48 57.48 55.57 56.90
PP 56.31 56.31 56.31 56.01
S1 54.08 54.08 54.95 53.50
S2 52.91 52.91 54.64
S3 49.51 50.68 54.33
S4 46.11 47.28 53.39
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 9.6% 4.07 7.4% 25% False False 349,509
10 64.35 53.94 10.41 18.8% 3.37 6.1% 13% False False 250,050
20 77.05 53.94 23.11 41.8% 3.16 5.7% 6% False False 154,310
40 82.32 53.94 28.38 51.4% 2.56 4.6% 5% False False 96,970
60 92.47 53.94 38.53 69.7% 2.48 4.5% 3% False False 73,914
80 93.83 53.94 39.89 72.2% 2.23 4.0% 3% False False 59,172
100 95.94 53.94 42.00 76.0% 1.98 3.6% 3% False False 48,717
120 99.89 53.94 45.95 83.2% 1.81 3.3% 3% False False 41,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.96
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 72.98
2.618 67.43
1.618 64.03
1.000 61.93
0.618 60.63
HIGH 58.53
0.618 57.23
0.500 56.83
0.382 56.43
LOW 55.13
0.618 53.03
1.000 51.73
1.618 49.63
2.618 46.23
4.250 40.68
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 56.83 56.66
PP 56.31 56.19
S1 55.78 55.73

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

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