NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 55.45 54.19 -1.26 -2.3% 58.19
High 56.12 54.74 -1.38 -2.5% 58.88
Low 53.33 53.15 -0.18 -0.3% 54.91
Close 54.03 54.53 0.50 0.9% 55.13
Range 2.79 1.59 -1.20 -43.0% 3.97
ATR 2.84 2.75 -0.09 -3.1% 0.00
Volume 21,430 55,153 33,723 157.4% 210,876
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 58.91 58.31 55.40
R3 57.32 56.72 54.97
R2 55.73 55.73 54.82
R1 55.13 55.13 54.68 55.43
PP 54.14 54.14 54.14 54.29
S1 53.54 53.54 54.38 53.84
S2 52.55 52.55 54.24
S3 50.96 51.95 54.09
S4 49.37 50.36 53.66
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 57.91 53.15 4.76 8.7% 2.19 4.0% 29% False True 43,415
10 59.53 53.15 6.38 11.7% 3.09 5.7% 22% False True 61,866
20 69.46 53.15 16.31 29.9% 2.72 5.0% 8% False True 57,829
40 80.75 53.15 27.60 50.6% 2.60 4.8% 5% False True 48,917
60 87.93 53.15 34.78 63.8% 2.43 4.4% 4% False True 44,138
80 92.32 53.15 39.17 71.8% 2.20 4.0% 4% False True 39,530
100 95.56 53.15 42.41 77.8% 1.98 3.6% 3% False True 33,821
120 98.02 53.15 44.87 82.3% 1.81 3.3% 3% False True 29,941
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.89
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 61.50
2.618 58.90
1.618 57.31
1.000 56.33
0.618 55.72
HIGH 54.74
0.618 54.13
0.500 53.95
0.382 53.76
LOW 53.15
0.618 52.17
1.000 51.56
1.618 50.58
2.618 48.99
4.250 46.39
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 54.34 55.06
PP 54.14 54.88
S1 53.95 54.71

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

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