NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 56.80 55.86 -0.94 -1.7% 57.75
High 57.15 56.59 -0.56 -1.0% 58.53
Low 55.07 54.51 -0.56 -1.0% 54.51
Close 55.84 54.73 -1.11 -2.0% 54.73
Range 2.08 2.08 0.00 0.0% 4.02
ATR 2.96 2.90 -0.06 -2.1% 0.00
Volume 174,969 127,202 -47,767 -27.3% 853,493
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 61.52 60.20 55.87
R3 59.44 58.12 55.30
R2 57.36 57.36 55.11
R1 56.04 56.04 54.92 55.66
PP 55.28 55.28 55.28 55.09
S1 53.96 53.96 54.54 53.58
S2 53.20 53.20 54.35
S3 51.12 51.88 54.16
S4 49.04 49.80 53.59
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.98 65.38 56.94
R3 63.96 61.36 55.84
R2 59.94 59.94 55.47
R1 57.34 57.34 55.10 56.63
PP 55.92 55.92 55.92 55.57
S1 53.32 53.32 54.36 52.61
S2 51.90 51.90 53.99
S3 47.88 49.30 53.62
S4 43.86 45.28 52.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.53 54.42 4.11 7.5% 2.81 5.1% 8% False False 247,405
10 59.79 53.94 5.85 10.7% 3.27 6.0% 14% False False 268,028
20 73.62 53.94 19.68 36.0% 3.22 5.9% 4% False False 176,893
40 81.67 53.94 27.73 50.7% 2.62 4.8% 3% False False 109,749
60 88.99 53.94 35.05 64.0% 2.48 4.5% 2% False False 82,383
80 93.67 53.94 39.73 72.6% 2.25 4.1% 2% False False 65,940
100 95.94 53.94 42.00 76.7% 2.02 3.7% 2% False False 54,312
120 99.09 53.94 45.15 82.5% 1.86 3.4% 2% False False 46,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Fibonacci Retracements and Extensions
4.250 65.43
2.618 62.04
1.618 59.96
1.000 58.67
0.618 57.88
HIGH 56.59
0.618 55.80
0.500 55.55
0.382 55.30
LOW 54.51
0.618 53.22
1.000 52.43
1.618 51.14
2.618 49.06
4.250 45.67
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 55.55 56.04
PP 55.28 55.60
S1 55.00 55.17

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

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