NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 57.75 55.39 -2.36 -4.1% 56.90
High 58.53 57.56 -0.97 -1.7% 59.27
Low 55.13 55.06 -0.07 -0.1% 53.94
Close 55.26 57.12 1.86 3.4% 57.13
Range 3.40 2.50 -0.90 -26.5% 5.33
ATR 3.07 3.03 -0.04 -1.3% 0.00
Volume 277,319 274,003 -3,316 -1.2% 1,665,184
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 64.08 63.10 58.50
R3 61.58 60.60 57.81
R2 59.08 59.08 57.58
R1 58.10 58.10 57.35 58.59
PP 56.58 56.58 56.58 56.83
S1 55.60 55.60 56.89 56.09
S2 54.08 54.08 56.66
S3 51.58 53.10 56.43
S4 49.08 50.60 55.75
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 54.28 4.99 8.7% 3.87 6.8% 57% False False 345,822
10 63.60 53.94 9.66 16.9% 3.42 6.0% 33% False False 266,894
20 76.61 53.94 22.67 39.7% 3.20 5.6% 14% False False 165,630
40 82.32 53.94 28.38 49.7% 2.58 4.5% 11% False False 103,175
60 92.47 53.94 38.53 67.5% 2.50 4.4% 8% False False 78,226
80 93.81 53.94 39.87 69.8% 2.25 3.9% 8% False False 62,500
100 95.94 53.94 42.00 73.5% 1.99 3.5% 8% False False 51,377
120 99.76 53.94 45.82 80.2% 1.83 3.2% 7% False False 43,744
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.92
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.19
2.618 64.11
1.618 61.61
1.000 60.06
0.618 59.11
HIGH 57.56
0.618 56.61
0.500 56.31
0.382 56.02
LOW 55.06
0.618 53.52
1.000 52.56
1.618 51.02
2.618 48.52
4.250 44.44
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 56.85 56.91
PP 56.58 56.69
S1 56.31 56.48

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

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