NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 53.72 53.87 0.15 0.3% 57.75
High 54.32 54.02 -0.30 -0.6% 58.53
Low 52.70 52.44 -0.26 -0.5% 54.51
Close 54.12 53.27 -0.85 -1.6% 54.73
Range 1.62 1.58 -0.04 -2.5% 4.02
ATR 2.80 2.72 -0.08 -2.9% 0.00
Volume 218,557 233,516 14,959 6.8% 853,493
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 57.98 57.21 54.14
R3 56.40 55.63 53.70
R2 54.82 54.82 53.56
R1 54.05 54.05 53.41 53.65
PP 53.24 53.24 53.24 53.04
S1 52.47 52.47 53.13 52.07
S2 51.66 51.66 52.98
S3 50.08 50.89 52.84
S4 48.50 49.31 52.40
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 57.15 52.44 4.71 8.8% 2.04 3.8% 18% False True 199,124
10 59.27 52.44 6.83 12.8% 2.95 5.5% 12% False True 272,473
20 68.32 52.44 15.88 29.8% 2.71 5.1% 5% False True 201,048
40 79.69 52.44 27.25 51.2% 2.63 4.9% 3% False True 124,912
60 88.23 52.44 35.79 67.2% 2.47 4.6% 2% False True 92,428
80 92.63 52.44 40.19 75.4% 2.27 4.3% 2% False True 74,210
100 95.71 52.44 43.27 81.2% 2.05 3.8% 2% False True 61,048
120 98.68 52.44 46.24 86.8% 1.87 3.5% 2% False True 51,922
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 60.74
2.618 58.16
1.618 56.58
1.000 55.60
0.618 55.00
HIGH 54.02
0.618 53.42
0.500 53.23
0.382 53.04
LOW 52.44
0.618 51.46
1.000 50.86
1.618 49.88
2.618 48.30
4.250 45.73
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 53.26 54.09
PP 53.24 53.82
S1 53.23 53.54

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

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