NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 56.43 57.59 1.16 2.1% 57.44
High 58.26 57.80 -0.46 -0.8% 59.74
Low 55.86 55.92 0.06 0.1% 54.78
Close 57.87 56.66 -1.21 -2.1% 57.86
Range 2.40 1.88 -0.52 -21.7% 4.96
ATR 2.88 2.82 -0.07 -2.3% 0.00
Volume 29,763 20,469 -9,294 -31.2% 154,849
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.43 61.43 57.69
R3 60.55 59.55 57.18
R2 58.67 58.67 57.00
R1 57.67 57.67 56.83 57.23
PP 56.79 56.79 56.79 56.58
S1 55.79 55.79 56.49 55.35
S2 54.91 54.91 56.32
S3 53.03 53.91 56.14
S4 51.15 52.03 55.63
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 59.62 54.98 4.64 8.2% 3.22 5.7% 36% False False 28,900
10 62.39 54.78 7.61 13.4% 3.17 5.6% 25% False False 28,554
20 74.54 54.78 19.76 34.9% 2.98 5.3% 10% False False 24,097
40 82.03 54.78 27.25 48.1% 2.42 4.3% 7% False False 19,870
60 89.72 54.78 34.94 61.7% 2.30 4.1% 5% False False 17,328
80 93.43 54.78 38.65 68.2% 2.04 3.6% 5% False False 14,406
100 95.01 54.78 40.23 71.0% 1.79 3.2% 5% False False 12,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 65.79
2.618 62.72
1.618 60.84
1.000 59.68
0.618 58.96
HIGH 57.80
0.618 57.08
0.500 56.86
0.382 56.64
LOW 55.92
0.618 54.76
1.000 54.04
1.618 52.88
2.618 51.00
4.250 47.93
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 56.86 57.54
PP 56.79 57.24
S1 56.73 56.95

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

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