NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 57.51 56.17 -1.34 -2.3% 65.90
High 59.34 57.72 -1.62 -2.7% 65.90
Low 55.83 54.33 -1.50 -2.7% 57.99
Close 56.64 56.55 -0.09 -0.2% 58.41
Range 3.51 3.39 -0.12 -3.4% 7.91
ATR 2.57 2.63 0.06 2.3% 0.00
Volume 70,630 69,180 -1,450 -2.1% 288,355
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.37 64.85 58.41
R3 62.98 61.46 57.48
R2 59.59 59.59 57.17
R1 58.07 58.07 56.86 58.83
PP 56.20 56.20 56.20 56.58
S1 54.68 54.68 56.24 55.44
S2 52.81 52.81 55.93
S3 49.42 51.29 55.62
S4 46.03 47.90 54.69
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 63.67 54.33 9.34 16.5% 2.88 5.1% 24% False True 65,859
10 68.43 54.33 14.10 24.9% 2.43 4.3% 16% False True 54,431
20 77.79 54.33 23.46 41.5% 2.66 4.7% 9% False True 49,402
40 82.19 54.33 27.86 49.3% 2.27 4.0% 8% False True 41,584
60 91.92 54.33 37.59 66.5% 2.23 3.9% 6% False True 39,933
80 93.80 54.33 39.47 69.8% 1.98 3.5% 6% False True 34,038
100 97.39 54.33 43.06 76.1% 1.78 3.2% 5% False True 29,249
120 100.33 54.33 46.00 81.3% 1.64 2.9% 5% False True 25,846
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.13
2.618 66.60
1.618 63.21
1.000 61.11
0.618 59.82
HIGH 57.72
0.618 56.43
0.500 56.03
0.382 55.62
LOW 54.33
0.618 52.23
1.000 50.94
1.618 48.84
2.618 45.45
4.250 39.92
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 56.38 57.22
PP 56.20 56.99
S1 56.03 56.77

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

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