NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 58.63 56.77 -1.86 -3.2% 58.02
High 59.61 58.66 -0.95 -1.6% 59.99
Low 56.37 56.40 0.03 0.1% 55.22
Close 56.49 58.29 1.80 3.2% 58.23
Range 3.24 2.26 -0.98 -30.2% 4.77
ATR 2.81 2.77 -0.04 -1.4% 0.00
Volume 17,441 18,667 1,226 7.0% 129,759
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 64.56 63.69 59.53
R3 62.30 61.43 58.91
R2 60.04 60.04 58.70
R1 59.17 59.17 58.50 59.61
PP 57.78 57.78 57.78 58.00
S1 56.91 56.91 58.08 57.35
S2 55.52 55.52 57.88
S3 53.26 54.65 57.67
S4 51.00 52.39 57.05
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.12 69.95 60.85
R3 67.35 65.18 59.54
R2 62.58 62.58 59.10
R1 60.41 60.41 58.67 61.50
PP 57.81 57.81 57.81 58.36
S1 55.64 55.64 57.79 56.73
S2 53.04 53.04 57.36
S3 48.27 50.87 56.92
S4 43.50 46.10 55.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.99 55.33 4.66 8.0% 3.63 6.2% 64% False False 23,747
10 64.06 55.22 8.84 15.2% 3.15 5.4% 35% False False 23,284
20 76.74 55.22 21.52 36.9% 2.93 5.0% 14% False False 19,492
40 81.93 55.22 26.71 45.8% 2.27 3.9% 11% False False 14,520
60 90.94 55.22 35.72 61.3% 2.15 3.7% 9% False False 12,218
80 93.40 55.22 38.18 65.5% 1.89 3.2% 8% False False 10,094
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.27
2.618 64.58
1.618 62.32
1.000 60.92
0.618 60.06
HIGH 58.66
0.618 57.80
0.500 57.53
0.382 57.26
LOW 56.40
0.618 55.00
1.000 54.14
1.618 52.74
2.618 50.48
4.250 46.80
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 58.04 58.04
PP 57.78 57.79
S1 57.53 57.55

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

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