NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 60.43 58.02 -2.41 -4.0% 66.09
High 60.78 59.99 -0.79 -1.3% 66.09
Low 58.81 56.72 -2.09 -3.6% 58.81
Close 59.11 57.45 -1.66 -2.8% 59.11
Range 1.97 3.27 1.30 66.0% 7.28
ATR 2.28 2.35 0.07 3.1% 0.00
Volume 24,202 22,560 -1,642 -6.8% 111,241
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.86 65.93 59.25
R3 64.59 62.66 58.35
R2 61.32 61.32 58.05
R1 59.39 59.39 57.75 58.72
PP 58.05 58.05 58.05 57.72
S1 56.12 56.12 57.15 55.45
S2 54.78 54.78 56.85
S3 51.51 52.85 56.55
S4 48.24 49.58 55.65
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.18 78.42 63.11
R3 75.90 71.14 61.11
R2 68.62 68.62 60.44
R1 63.86 63.86 59.78 62.60
PP 61.34 61.34 61.34 60.71
S1 56.58 56.58 58.44 55.32
S2 54.06 54.06 57.78
S3 46.78 49.30 57.11
S4 39.50 42.02 55.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.72 56.72 8.00 13.9% 2.40 4.2% 9% False True 23,416
10 69.79 56.72 13.07 22.8% 2.15 3.7% 6% False True 19,280
20 77.67 56.72 20.95 36.5% 2.31 4.0% 3% False True 15,981
40 81.93 56.72 25.21 43.9% 1.96 3.4% 3% False True 12,011
60 90.94 56.72 34.22 59.6% 1.89 3.3% 2% False True 10,354
80 93.40 56.72 36.68 63.8% 1.66 2.9% 2% False True 8,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 73.89
2.618 68.55
1.618 65.28
1.000 63.26
0.618 62.01
HIGH 59.99
0.618 58.74
0.500 58.36
0.382 57.97
LOW 56.72
0.618 54.70
1.000 53.45
1.618 51.43
2.618 48.16
4.250 42.82
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 58.36 59.70
PP 58.05 58.95
S1 57.75 58.20

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

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