NYMEX Light Sweet Crude Oil Future June 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 60.60 58.85 -1.75 -2.9% 66.29
High 61.05 60.32 -0.73 -1.2% 66.29
Low 59.10 57.03 -2.07 -3.5% 59.10
Close 59.41 57.81 -1.60 -2.7% 59.41
Range 1.95 3.29 1.34 68.7% 7.19
ATR 2.36 2.42 0.07 2.8% 0.00
Volume 46,363 48,832 2,469 5.3% 220,712
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.26 66.32 59.62
R3 64.97 63.03 58.71
R2 61.68 61.68 58.41
R1 59.74 59.74 58.11 59.07
PP 58.39 58.39 58.39 58.05
S1 56.45 56.45 57.51 55.78
S2 55.10 55.10 57.21
S3 51.81 53.16 56.91
S4 48.52 49.87 56.00
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.17 78.48 63.36
R3 75.98 71.29 61.39
R2 68.79 68.79 60.73
R1 64.10 64.10 60.07 62.85
PP 61.60 61.60 61.60 60.98
S1 56.91 56.91 58.75 55.66
S2 54.41 54.41 58.09
S3 47.22 49.72 57.43
S4 40.03 42.53 55.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.15 57.03 8.12 14.0% 2.43 4.2% 10% False True 48,146
10 69.87 57.03 12.84 22.2% 2.19 3.8% 6% False True 42,801
20 77.70 57.03 20.67 35.8% 2.40 4.1% 4% False True 39,128
40 81.92 57.03 24.89 43.1% 2.09 3.6% 3% False True 35,830
60 90.62 57.03 33.59 58.1% 2.04 3.5% 2% False True 35,330
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 74.30
2.618 68.93
1.618 65.64
1.000 63.61
0.618 62.35
HIGH 60.32
0.618 59.06
0.500 58.68
0.382 58.29
LOW 57.03
0.618 55.00
1.000 53.74
1.618 51.71
2.618 48.42
4.250 43.05
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 58.68 60.00
PP 58.39 59.27
S1 58.10 58.54

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

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