NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 55.05 53.72 -1.33 -2.4% 57.75
High 55.74 54.32 -1.42 -2.5% 58.53
Low 52.90 52.70 -0.20 -0.4% 54.51
Close 53.61 54.12 0.51 1.0% 54.73
Range 2.84 1.62 -1.22 -43.0% 4.02
ATR 2.89 2.80 -0.09 -3.1% 0.00
Volume 241,378 218,557 -22,821 -9.5% 853,493
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 58.57 57.97 55.01
R3 56.95 56.35 54.57
R2 55.33 55.33 54.42
R1 54.73 54.73 54.27 55.03
PP 53.71 53.71 53.71 53.87
S1 53.11 53.11 53.97 53.41
S2 52.09 52.09 53.82
S3 50.47 51.49 53.67
S4 48.85 49.87 53.23
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 57.56 52.70 4.86 9.0% 2.22 4.1% 29% False True 207,221
10 59.27 52.70 6.57 12.1% 3.15 5.8% 22% False True 278,365
20 69.40 52.70 16.70 30.9% 2.77 5.1% 9% False True 193,830
40 80.81 52.70 28.11 51.9% 2.65 4.9% 5% False True 119,765
60 88.34 52.70 35.64 65.9% 2.47 4.6% 4% False True 88,925
80 92.63 52.70 39.93 73.8% 2.27 4.2% 4% False True 71,418
100 95.94 52.70 43.24 79.9% 2.05 3.8% 3% False True 58,787
120 98.82 52.70 46.12 85.2% 1.88 3.5% 3% False True 50,011
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 0.90
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 61.21
2.618 58.56
1.618 56.94
1.000 55.94
0.618 55.32
HIGH 54.32
0.618 53.70
0.500 53.51
0.382 53.32
LOW 52.70
0.618 51.70
1.000 51.08
1.618 50.08
2.618 48.46
4.250 45.82
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 53.92 54.65
PP 53.71 54.47
S1 53.51 54.30

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

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