NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 54.19 54.25 0.06 0.1% 58.19
High 54.74 54.44 -0.30 -0.5% 58.88
Low 53.15 52.87 -0.28 -0.5% 54.91
Close 54.53 53.70 -0.83 -1.5% 55.13
Range 1.59 1.57 -0.02 -1.3% 3.97
ATR 2.75 2.67 -0.08 -2.8% 0.00
Volume 55,153 48,182 -6,971 -12.6% 210,876
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 58.38 57.61 54.56
R3 56.81 56.04 54.13
R2 55.24 55.24 53.99
R1 54.47 54.47 53.84 54.07
PP 53.67 53.67 53.67 53.47
S1 52.90 52.90 53.56 52.50
S2 52.10 52.10 53.41
S3 50.53 51.33 53.27
S4 48.96 49.76 52.84
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 57.50 52.87 4.63 8.6% 2.01 3.7% 18% False True 40,372
10 59.53 52.87 6.66 12.4% 2.91 5.4% 12% False True 59,767
20 68.43 52.87 15.56 29.0% 2.67 5.0% 5% False True 57,099
40 79.65 52.87 26.78 49.9% 2.58 4.8% 3% False True 49,460
60 87.79 52.87 34.92 65.0% 2.42 4.5% 2% False True 44,420
80 92.32 52.87 39.45 73.5% 2.21 4.1% 2% False True 39,963
100 95.38 52.87 42.51 79.2% 1.98 3.7% 2% False True 34,203
120 98.02 52.87 45.15 84.1% 1.81 3.4% 2% False True 30,287
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 61.11
2.618 58.55
1.618 56.98
1.000 56.01
0.618 55.41
HIGH 54.44
0.618 53.84
0.500 53.66
0.382 53.47
LOW 52.87
0.618 51.90
1.000 51.30
1.618 50.33
2.618 48.76
4.250 46.20
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 53.69 54.50
PP 53.67 54.23
S1 53.66 53.97

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

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