NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 56.25 55.45 -0.80 -1.4% 58.19
High 56.96 56.12 -0.84 -1.5% 58.88
Low 54.91 53.33 -1.58 -2.9% 54.91
Close 55.13 54.03 -1.10 -2.0% 55.13
Range 2.05 2.79 0.74 36.1% 3.97
ATR 2.85 2.84 0.00 -0.1% 0.00
Volume 28,967 21,430 -7,537 -26.0% 210,876
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.86 61.24 55.56
R3 60.07 58.45 54.80
R2 57.28 57.28 54.54
R1 55.66 55.66 54.29 55.08
PP 54.49 54.49 54.49 54.20
S1 52.87 52.87 53.77 52.29
S2 51.70 51.70 53.52
S3 48.91 50.08 53.26
S4 46.12 47.29 52.50
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.22 65.64 57.31
R3 64.25 61.67 56.22
R2 60.28 60.28 55.86
R1 57.70 57.70 55.49 57.01
PP 56.31 56.31 56.31 55.96
S1 53.73 53.73 54.77 53.04
S2 52.34 52.34 54.40
S3 48.37 49.76 54.04
S4 44.40 45.79 52.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.88 53.33 5.55 10.3% 2.54 4.7% 13% False True 46,461
10 59.53 53.33 6.20 11.5% 3.29 6.1% 11% False True 63,414
20 69.74 53.33 16.41 30.4% 2.92 5.4% 4% False True 58,028
40 80.75 53.33 27.42 50.7% 2.60 4.8% 3% False True 48,019
60 88.45 53.33 35.12 65.0% 2.44 4.5% 2% False True 44,189
80 93.22 53.33 39.89 73.8% 2.20 4.1% 2% False True 38,999
100 95.56 53.33 42.23 78.2% 1.97 3.6% 2% False True 33,342
120 98.49 53.33 45.16 83.6% 1.80 3.3% 2% False True 29,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.98
2.618 63.42
1.618 60.63
1.000 58.91
0.618 57.84
HIGH 56.12
0.618 55.05
0.500 54.73
0.382 54.40
LOW 53.33
0.618 51.61
1.000 50.54
1.618 48.82
2.618 46.03
4.250 41.47
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 54.73 55.42
PP 54.49 54.95
S1 54.26 54.49

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

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