NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 58.02 57.14 -0.88 -1.5% 66.09
High 59.99 58.34 -1.65 -2.8% 66.09
Low 56.72 55.22 -1.50 -2.6% 58.81
Close 57.45 57.16 -0.29 -0.5% 59.11
Range 3.27 3.12 -0.15 -4.6% 7.28
ATR 2.35 2.41 0.05 2.3% 0.00
Volume 22,560 24,570 2,010 8.9% 111,241
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.27 64.83 58.88
R3 63.15 61.71 58.02
R2 60.03 60.03 57.73
R1 58.59 58.59 57.45 59.31
PP 56.91 56.91 56.91 57.27
S1 55.47 55.47 56.87 56.19
S2 53.79 53.79 56.59
S3 50.67 52.35 56.30
S4 47.55 49.23 55.44
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 64.06 55.22 8.84 15.5% 2.67 4.7% 22% False True 22,821
10 68.83 55.22 13.61 23.8% 2.24 3.9% 14% False True 19,663
20 77.67 55.22 22.45 39.3% 2.40 4.2% 9% False True 16,785
40 81.93 55.22 26.71 46.7% 2.00 3.5% 7% False True 12,502
60 90.94 55.22 35.72 62.5% 1.92 3.4% 5% False True 10,722
80 93.40 55.22 38.18 66.8% 1.69 3.0% 5% False True 8,751
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.60
2.618 66.51
1.618 63.39
1.000 61.46
0.618 60.27
HIGH 58.34
0.618 57.15
0.500 56.78
0.382 56.41
LOW 55.22
0.618 53.29
1.000 52.10
1.618 50.17
2.618 47.05
4.250 41.96
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 57.03 58.00
PP 56.91 57.72
S1 56.78 57.44

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

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