NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 57.59 56.81 -0.78 -1.4% 58.21
High 57.80 57.38 -0.42 -0.7% 59.21
Low 55.92 55.46 -0.46 -0.8% 55.46
Close 56.66 55.59 -1.07 -1.9% 55.59
Range 1.88 1.92 0.04 2.1% 3.75
ATR 2.82 2.75 -0.06 -2.3% 0.00
Volume 20,469 15,663 -4,806 -23.5% 93,840
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 61.90 60.67 56.65
R3 59.98 58.75 56.12
R2 58.06 58.06 55.94
R1 56.83 56.83 55.77 56.49
PP 56.14 56.14 56.14 55.97
S1 54.91 54.91 55.41 54.57
S2 54.22 54.22 55.24
S3 52.30 52.99 55.06
S4 50.38 51.07 54.53
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.00 65.55 57.65
R3 64.25 61.80 56.62
R2 60.50 60.50 56.28
R1 58.05 58.05 55.93 57.40
PP 56.75 56.75 56.75 56.43
S1 54.30 54.30 55.25 53.65
S2 53.00 53.00 54.90
S3 49.25 50.55 54.56
S4 45.50 46.80 53.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.21 55.12 4.09 7.4% 2.67 4.8% 11% False False 25,567
10 60.33 54.78 5.55 10.0% 3.11 5.6% 15% False False 27,246
20 73.71 54.78 18.93 34.1% 3.03 5.5% 4% False False 24,224
40 81.27 54.78 26.49 47.7% 2.44 4.4% 3% False False 20,025
60 88.00 54.78 33.22 59.8% 2.30 4.1% 2% False False 17,404
80 93.32 54.78 38.54 69.3% 2.04 3.7% 2% False False 14,531
100 95.01 54.78 40.23 72.4% 1.81 3.2% 2% False False 12,286
120 97.89 54.78 43.11 77.5% 1.65 3.0% 2% False False 10,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.54
2.618 62.41
1.618 60.49
1.000 59.30
0.618 58.57
HIGH 57.38
0.618 56.65
0.500 56.42
0.382 56.19
LOW 55.46
0.618 54.27
1.000 53.54
1.618 52.35
2.618 50.43
4.250 47.30
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 56.42 56.86
PP 56.14 56.44
S1 55.87 56.01

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

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