NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 54.66 54.70 0.04 0.1% 58.21
High 55.20 54.96 -0.24 -0.4% 59.21
Low 53.66 53.46 -0.20 -0.4% 55.46
Close 55.05 54.26 -0.79 -1.4% 55.59
Range 1.54 1.50 -0.04 -2.6% 3.75
ATR 2.66 2.58 -0.08 -2.9% 0.00
Volume 25,641 24,922 -719 -2.8% 93,840
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 58.73 57.99 55.09
R3 57.23 56.49 54.67
R2 55.73 55.73 54.54
R1 54.99 54.99 54.40 54.61
PP 54.23 54.23 54.23 54.04
S1 53.49 53.49 54.12 53.11
S2 52.73 52.73 53.99
S3 51.23 51.99 53.85
S4 49.73 50.49 53.44
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 57.80 53.46 4.34 8.0% 1.90 3.5% 18% False True 19,132
10 59.74 53.46 6.28 11.6% 2.81 5.2% 13% False True 25,071
20 68.61 53.46 15.15 27.9% 2.56 4.7% 5% False True 24,064
40 79.70 53.46 26.24 48.4% 2.46 4.5% 3% False True 20,763
60 87.30 53.46 33.84 62.4% 2.29 4.2% 2% False True 17,739
80 92.17 53.46 38.71 71.3% 2.08 3.8% 2% False True 15,168
100 94.76 53.46 41.30 76.1% 1.84 3.4% 2% False True 12,780
120 97.35 53.46 43.89 80.9% 1.67 3.1% 2% False True 11,144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 61.34
2.618 58.89
1.618 57.39
1.000 56.46
0.618 55.89
HIGH 54.96
0.618 54.39
0.500 54.21
0.382 54.03
LOW 53.46
0.618 52.53
1.000 51.96
1.618 51.03
2.618 49.53
4.250 47.09
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 54.24 55.00
PP 54.23 54.75
S1 54.21 54.51

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

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