NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 61.71 59.84 -1.87 -3.0% 65.90
High 62.12 60.10 -2.02 -3.3% 65.90
Low 59.54 57.99 -1.55 -2.6% 57.99
Close 60.52 58.41 -2.11 -3.5% 58.41
Range 2.58 2.11 -0.47 -18.2% 7.91
ATR 2.50 2.50 0.00 0.1% 0.00
Volume 62,256 69,254 6,998 11.2% 288,355
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 65.16 63.90 59.57
R3 63.05 61.79 58.99
R2 60.94 60.94 58.80
R1 59.68 59.68 58.60 59.26
PP 58.83 58.83 58.83 58.62
S1 57.57 57.57 58.22 57.15
S2 56.72 56.72 58.02
S3 54.61 55.46 57.83
S4 52.50 53.35 57.25
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.50 79.36 62.76
R3 76.59 71.45 60.59
R2 68.68 68.68 59.86
R1 63.54 63.54 59.14 62.16
PP 60.77 60.77 60.77 60.07
S1 55.63 55.63 57.68 54.25
S2 52.86 52.86 56.96
S3 44.95 47.72 56.23
S4 37.04 39.81 54.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.90 57.99 7.91 13.5% 2.45 4.2% 5% False True 57,671
10 69.74 57.99 11.75 20.1% 2.56 4.4% 4% False True 52,642
20 77.79 57.99 19.80 33.9% 2.53 4.3% 2% False True 46,170
40 82.50 57.99 24.51 42.0% 2.20 3.8% 2% False True 40,159
60 91.92 57.99 33.93 58.1% 2.15 3.7% 1% False True 38,205
80 93.80 57.99 35.81 61.3% 1.92 3.3% 1% False True 32,552
100 97.98 57.99 39.99 68.5% 1.73 3.0% 1% False True 28,082
120 100.52 57.99 42.53 72.8% 1.59 2.7% 1% False True 24,814
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.07
2.618 65.62
1.618 63.51
1.000 62.21
0.618 61.40
HIGH 60.10
0.618 59.29
0.500 59.05
0.382 58.80
LOW 57.99
0.618 56.69
1.000 55.88
1.618 54.58
2.618 52.47
4.250 49.02
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 59.05 60.83
PP 58.83 60.02
S1 58.62 59.22

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

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