NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 55.95 57.13 1.18 2.1% 57.51
High 57.91 57.50 -0.41 -0.7% 59.53
Low 55.44 55.46 0.02 0.0% 54.33
Close 57.48 56.22 -1.26 -2.2% 57.48
Range 2.47 2.04 -0.43 -17.4% 5.20
ATR 2.97 2.91 -0.07 -2.2% 0.00
Volume 63,398 48,128 -15,270 -24.1% 401,840
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.51 61.41 57.34
R3 60.47 59.37 56.78
R2 58.43 58.43 56.59
R1 57.33 57.33 56.41 56.86
PP 56.39 56.39 56.39 56.16
S1 55.29 55.29 56.03 54.82
S2 54.35 54.35 55.85
S3 52.31 53.25 55.66
S4 50.27 51.21 55.10
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.71 70.30 60.34
R3 67.51 65.10 58.91
R2 62.31 62.31 58.43
R1 59.90 59.90 57.96 58.51
PP 57.11 57.11 57.11 56.42
S1 54.70 54.70 57.00 53.31
S2 51.91 51.91 56.53
S3 46.71 49.50 56.05
S4 41.51 44.30 54.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.31 54.62 4.69 8.3% 3.31 5.9% 34% False False 70,969
10 62.12 54.33 7.79 13.9% 3.27 5.8% 24% False False 71,525
20 74.53 54.33 20.20 35.9% 3.11 5.5% 9% False False 58,690
40 82.19 54.33 27.86 49.6% 2.54 4.5% 7% False False 48,051
60 90.26 54.33 35.93 63.9% 2.43 4.3% 5% False False 44,733
80 93.80 54.33 39.47 70.2% 2.17 3.9% 5% False False 38,809
100 95.56 54.33 41.23 73.3% 1.94 3.4% 5% False False 33,057
120 99.04 54.33 44.71 79.5% 1.78 3.2% 4% False False 29,209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 66.17
2.618 62.84
1.618 60.80
1.000 59.54
0.618 58.76
HIGH 57.50
0.618 56.72
0.500 56.48
0.382 56.24
LOW 55.46
0.618 54.20
1.000 53.42
1.618 52.16
2.618 50.12
4.250 46.79
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 56.48 57.16
PP 56.39 56.85
S1 56.31 56.53

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

View Archives - Comment on this page... - Back to Index of Symbols