NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 57.44 56.55 -0.89 -1.5% 65.84
High 59.70 58.03 -1.67 -2.8% 65.84
Low 56.25 54.78 -1.47 -2.6% 58.37
Close 57.04 56.85 -0.19 -0.3% 58.76
Range 3.45 3.25 -0.20 -5.8% 7.47
ATR 2.48 2.53 0.06 2.2% 0.00
Volume 29,528 27,974 -1,554 -5.3% 119,534
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.30 64.83 58.64
R3 63.05 61.58 57.74
R2 59.80 59.80 57.45
R1 58.33 58.33 57.15 59.07
PP 56.55 56.55 56.55 56.92
S1 55.08 55.08 56.55 55.82
S2 53.30 53.30 56.25
S3 50.05 51.83 55.96
S4 46.80 48.58 55.06
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.40 78.55 62.87
R3 75.93 71.08 60.81
R2 68.46 68.46 60.13
R1 63.61 63.61 59.44 62.30
PP 60.99 60.99 60.99 60.34
S1 56.14 56.14 58.08 54.83
S2 53.52 53.52 57.39
S3 46.05 48.67 56.71
S4 38.58 41.20 54.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.78 54.78 9.00 15.8% 2.77 4.9% 23% False True 26,229
10 68.61 54.78 13.83 24.3% 2.30 4.1% 15% False True 23,057
20 77.75 54.78 22.97 40.4% 2.53 4.4% 9% False True 20,273
40 82.03 54.78 27.25 47.9% 2.16 3.8% 8% False True 17,218
60 91.36 54.78 36.58 64.3% 2.09 3.7% 6% False True 15,203
80 93.50 54.78 38.72 68.1% 1.84 3.2% 5% False True 12,485
100 96.85 54.78 42.07 74.0% 1.65 2.9% 5% False True 10,549
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.84
2.618 66.54
1.618 63.29
1.000 61.28
0.618 60.04
HIGH 58.03
0.618 56.79
0.500 56.41
0.382 56.02
LOW 54.78
0.618 52.77
1.000 51.53
1.618 49.52
2.618 46.27
4.250 40.97
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 56.70 57.56
PP 56.55 57.32
S1 56.41 57.09

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

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