NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 59.84 57.51 -2.33 -3.9% 65.90
High 60.10 59.34 -0.76 -1.3% 65.90
Low 57.99 55.83 -2.16 -3.7% 57.99
Close 58.41 56.64 -1.77 -3.0% 58.41
Range 2.11 3.51 1.40 66.4% 7.91
ATR 2.50 2.57 0.07 2.9% 0.00
Volume 69,254 70,630 1,376 2.0% 288,355
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.80 65.73 58.57
R3 64.29 62.22 57.61
R2 60.78 60.78 57.28
R1 58.71 58.71 56.96 57.99
PP 57.27 57.27 57.27 56.91
S1 55.20 55.20 56.32 54.48
S2 53.76 53.76 56.00
S3 50.25 51.69 55.67
S4 46.74 48.18 54.71
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 64.56 55.83 8.73 15.4% 2.60 4.6% 9% False True 63,704
10 69.46 55.83 13.63 24.1% 2.34 4.1% 6% False True 53,791
20 77.79 55.83 21.96 38.8% 2.55 4.5% 4% False True 47,565
40 82.19 55.83 26.36 46.5% 2.24 3.9% 3% False True 40,714
60 91.92 55.83 36.09 63.7% 2.19 3.9% 2% False True 39,097
80 93.80 55.83 37.97 67.0% 1.95 3.4% 2% False True 33,334
100 97.66 55.83 41.83 73.9% 1.76 3.1% 2% False True 28,657
120 100.36 55.83 44.53 78.6% 1.61 2.9% 2% False True 25,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 74.26
2.618 68.53
1.618 65.02
1.000 62.85
0.618 61.51
HIGH 59.34
0.618 58.00
0.500 57.59
0.382 57.17
LOW 55.83
0.618 53.66
1.000 52.32
1.618 50.15
2.618 46.64
4.250 40.91
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 57.59 58.98
PP 57.27 58.20
S1 56.96 57.42

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

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