NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 55.39 56.80 1.41 2.5% 56.90
High 57.56 57.15 -0.41 -0.7% 59.27
Low 55.06 55.07 0.01 0.0% 53.94
Close 57.12 55.84 -1.28 -2.2% 57.13
Range 2.50 2.08 -0.42 -16.8% 5.33
ATR 3.03 2.96 -0.07 -2.2% 0.00
Volume 274,003 174,969 -99,034 -36.1% 1,665,184
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.26 61.13 56.98
R3 60.18 59.05 56.41
R2 58.10 58.10 56.22
R1 56.97 56.97 56.03 56.50
PP 56.02 56.02 56.02 55.78
S1 54.89 54.89 55.65 54.42
S2 53.94 53.94 55.46
S3 51.86 52.81 55.27
S4 49.78 50.73 54.70
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 59.04 54.28 4.76 8.5% 3.35 6.0% 33% False False 312,767
10 61.88 53.94 7.94 14.2% 3.33 6.0% 24% False False 269,571
20 74.56 53.94 20.62 36.9% 3.17 5.7% 9% False False 172,610
40 82.32 53.94 28.38 50.8% 2.60 4.7% 7% False False 107,029
60 90.72 53.94 36.78 65.9% 2.48 4.4% 5% False False 80,859
80 93.81 53.94 39.87 71.4% 2.25 4.0% 5% False False 64,536
100 95.94 53.94 42.00 75.2% 2.01 3.6% 5% False False 53,074
120 99.62 53.94 45.68 81.8% 1.84 3.3% 4% False False 45,178
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 65.99
2.618 62.60
1.618 60.52
1.000 59.23
0.618 58.44
HIGH 57.15
0.618 56.36
0.500 56.11
0.382 55.86
LOW 55.07
0.618 53.78
1.000 52.99
1.618 51.70
2.618 49.62
4.250 46.23
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 56.11 56.80
PP 56.02 56.48
S1 55.93 56.16

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

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