NYMEX Light Sweet Crude Oil Future May 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 55.10 55.33 0.23 0.4% 58.63
High 55.74 55.69 -0.05 -0.1% 59.61
Low 54.32 54.09 -0.23 -0.4% 55.89
Close 55.67 54.96 -0.71 -1.3% 56.11
Range 1.42 1.60 0.18 12.7% 3.72
ATR 2.55 2.48 -0.07 -2.7% 0.00
Volume 15,755 14,396 -1,359 -8.6% 58,552
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 59.71 58.94 55.84
R3 58.11 57.34 55.40
R2 56.51 56.51 55.25
R1 55.74 55.74 55.11 55.33
PP 54.91 54.91 54.91 54.71
S1 54.14 54.14 54.81 53.73
S2 53.31 53.31 54.67
S3 51.71 52.54 54.52
S4 50.11 50.94 54.08
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.36 65.96 58.16
R3 64.64 62.24 57.13
R2 60.92 60.92 56.79
R1 58.52 58.52 56.45 57.86
PP 57.20 57.20 57.20 56.88
S1 54.80 54.80 55.77 54.14
S2 53.48 53.48 55.43
S3 49.76 51.08 55.09
S4 46.04 47.36 54.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.30 54.09 4.21 7.7% 1.87 3.4% 21% False True 12,104
10 59.99 54.09 5.90 10.7% 2.75 5.0% 15% False True 17,926
20 68.83 54.09 14.74 26.8% 2.50 4.5% 6% False True 18,794
40 79.76 54.09 25.67 46.7% 2.34 4.3% 3% False True 15,283
60 86.50 54.09 32.41 59.0% 2.14 3.9% 3% False True 12,597
80 91.81 54.09 37.72 68.6% 1.92 3.5% 2% False True 10,682
100 94.65 54.09 40.56 73.8% 1.71 3.1% 2% False True 9,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.49
2.618 59.88
1.618 58.28
1.000 57.29
0.618 56.68
HIGH 55.69
0.618 55.08
0.500 54.89
0.382 54.70
LOW 54.09
0.618 53.10
1.000 52.49
1.618 51.50
2.618 49.90
4.250 47.29
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 54.94 55.55
PP 54.91 55.35
S1 54.89 55.16

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

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