NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 56.07 56.48 0.41 0.7% 65.90
High 59.53 59.31 -0.22 -0.4% 65.90
Low 54.95 54.62 -0.33 -0.6% 57.99
Close 57.13 54.70 -2.43 -4.3% 58.41
Range 4.58 4.69 0.11 2.4% 7.91
ATR 2.77 2.91 0.14 5.0% 0.00
Volume 89,090 82,718 -6,372 -7.2% 288,355
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.28 67.18 57.28
R3 65.59 62.49 55.99
R2 60.90 60.90 55.56
R1 57.80 57.80 55.13 57.01
PP 56.21 56.21 56.21 55.81
S1 53.11 53.11 54.27 52.32
S2 51.52 51.52 53.84
S3 46.83 48.42 53.41
S4 42.14 43.73 52.12
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 60.10 54.33 5.77 10.5% 3.66 6.7% 6% False False 76,174
10 67.07 54.33 12.74 23.3% 3.01 5.5% 3% False False 63,563
20 77.79 54.33 23.46 42.9% 2.95 5.4% 2% False False 54,582
40 82.19 54.33 27.86 50.9% 2.41 4.4% 1% False False 44,262
60 91.92 54.33 37.59 68.7% 2.34 4.3% 1% False False 42,159
80 93.80 54.33 39.47 72.2% 2.08 3.8% 1% False False 36,009
100 96.85 54.33 42.52 77.7% 1.86 3.4% 1% False False 30,758
120 100.33 54.33 46.00 84.1% 1.70 3.1% 1% False False 27,176
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 0.75
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 79.24
2.618 71.59
1.618 66.90
1.000 64.00
0.618 62.21
HIGH 59.31
0.618 57.52
0.500 56.97
0.382 56.41
LOW 54.62
0.618 51.72
1.000 49.93
1.618 47.03
2.618 42.34
4.250 34.69
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 56.97 56.93
PP 56.21 56.19
S1 55.46 55.44

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

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