NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 55.63 58.21 2.58 4.6% 57.44
High 59.01 59.21 0.20 0.3% 59.74
Low 55.12 55.94 0.82 1.5% 54.78
Close 57.86 56.05 -1.81 -3.1% 57.86
Range 3.89 3.27 -0.62 -15.9% 4.96
ATR 2.89 2.92 0.03 0.9% 0.00
Volume 33,996 27,945 -6,051 -17.8% 154,849
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.88 64.73 57.85
R3 63.61 61.46 56.95
R2 60.34 60.34 56.65
R1 58.19 58.19 56.35 57.63
PP 57.07 57.07 57.07 56.79
S1 54.92 54.92 55.75 54.36
S2 53.80 53.80 55.45
S3 50.53 51.65 55.15
S4 47.26 48.38 54.25
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.34 70.06 60.59
R3 67.38 65.10 59.22
R2 62.42 62.42 58.77
R1 60.14 60.14 58.31 61.28
PP 57.46 57.46 57.46 58.03
S1 55.18 55.18 57.41 56.32
S2 52.50 52.50 56.95
S3 47.54 50.22 56.50
S4 42.58 45.26 55.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.74 54.78 4.96 8.8% 3.90 7.0% 26% False False 30,653
10 64.75 54.78 9.97 17.8% 3.19 5.7% 13% False False 28,506
20 77.14 54.78 22.36 39.9% 2.97 5.3% 6% False False 23,106
40 82.03 54.78 27.25 48.6% 2.38 4.2% 5% False False 19,060
60 91.36 54.78 36.58 65.3% 2.29 4.1% 3% False False 16,750
80 93.50 54.78 38.72 69.1% 2.01 3.6% 3% False False 13,903
100 95.01 54.78 40.23 71.8% 1.77 3.1% 3% False False 11,696
Crabel Price Patterns
NR True
NR4 True
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 0.91
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.11
2.618 67.77
1.618 64.50
1.000 62.48
0.618 61.23
HIGH 59.21
0.618 57.96
0.500 57.58
0.382 57.19
LOW 55.94
0.618 53.92
1.000 52.67
1.618 50.65
2.618 47.38
4.250 42.04
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 57.58 57.30
PP 57.07 56.88
S1 56.56 56.47

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

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