NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 56.81 55.96 -0.85 -1.5% 58.21
High 57.38 56.54 -0.84 -1.5% 59.21
Low 55.46 53.88 -1.58 -2.8% 55.46
Close 55.59 54.54 -1.05 -1.9% 55.59
Range 1.92 2.66 0.74 38.5% 3.75
ATR 2.75 2.75 -0.01 -0.2% 0.00
Volume 15,663 8,969 -6,694 -42.7% 93,840
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.97 61.41 56.00
R3 60.31 58.75 55.27
R2 57.65 57.65 55.03
R1 56.09 56.09 54.78 55.54
PP 54.99 54.99 54.99 54.71
S1 53.43 53.43 54.30 52.88
S2 52.33 52.33 54.05
S3 49.67 50.77 53.81
S4 47.01 48.11 53.08
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 53.88 5.33 9.8% 2.43 4.4% 12% False True 20,561
10 59.74 53.88 5.86 10.7% 3.18 5.8% 11% False True 25,765
20 69.86 53.88 15.98 29.3% 2.80 5.1% 4% False True 24,024
40 80.73 53.88 26.85 49.2% 2.48 4.6% 2% False True 19,939
60 87.98 53.88 34.10 62.5% 2.30 4.2% 2% False True 17,286
80 93.03 53.88 39.15 71.8% 2.07 3.8% 2% False True 14,602
100 95.01 53.88 41.13 75.4% 1.83 3.4% 2% False True 12,342
120 97.89 53.88 44.01 80.7% 1.67 3.1% 1% False True 10,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.95
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.85
2.618 63.50
1.618 60.84
1.000 59.20
0.618 58.18
HIGH 56.54
0.618 55.52
0.500 55.21
0.382 54.90
LOW 53.88
0.618 52.24
1.000 51.22
1.618 49.58
2.618 46.92
4.250 42.58
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 55.21 55.84
PP 54.99 55.41
S1 54.76 54.97

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

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