NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 56.70 59.05 2.35 4.1% 58.85
High 59.63 59.98 0.35 0.6% 60.32
Low 55.76 56.78 1.02 1.8% 55.57
Close 58.56 56.90 -1.66 -2.8% 58.56
Range 3.87 3.20 -0.67 -17.3% 4.75
ATR 2.82 2.85 0.03 1.0% 0.00
Volume 63,327 36,549 -26,778 -42.3% 307,073
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.49 65.39 58.66
R3 64.29 62.19 57.78
R2 61.09 61.09 57.49
R1 58.99 58.99 57.19 58.44
PP 57.89 57.89 57.89 57.61
S1 55.79 55.79 56.61 55.24
S2 54.69 54.69 56.31
S3 51.49 52.59 56.02
S4 48.29 49.39 55.14
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.40 70.23 61.17
R3 67.65 65.48 59.87
R2 62.90 62.90 59.43
R1 60.73 60.73 59.00 59.44
PP 58.15 58.15 58.15 57.51
S1 55.98 55.98 58.12 54.69
S2 53.40 53.40 57.69
S3 48.65 51.23 57.25
S4 43.90 46.48 55.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.31 55.57 4.74 8.3% 3.80 6.7% 28% False False 58,958
10 65.15 55.57 9.58 16.8% 3.12 5.5% 14% False False 53,552
20 77.28 55.57 21.71 38.2% 2.92 5.1% 6% False False 44,767
40 81.92 55.57 26.35 46.3% 2.35 4.1% 5% False False 39,259
60 90.62 55.57 35.05 61.6% 2.27 4.0% 4% False False 38,420
Crabel Price Patterns
NR True
NR4 True
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 0.87
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.58
2.618 68.36
1.618 65.16
1.000 63.18
0.618 61.96
HIGH 59.98
0.618 58.76
0.500 58.38
0.382 58.00
LOW 56.78
0.618 54.80
1.000 53.58
1.618 51.60
2.618 48.40
4.250 43.18
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 58.38 57.94
PP 57.89 57.59
S1 57.39 57.25

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

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