NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 57.10 58.35 1.25 2.2% 58.85
High 59.10 58.73 -0.37 -0.6% 60.32
Low 56.74 56.84 0.10 0.2% 55.57
Close 58.69 57.61 -1.08 -1.8% 58.56
Range 2.36 1.89 -0.47 -19.9% 4.75
ATR 2.81 2.75 -0.07 -2.3% 0.00
Volume 40,568 34,857 -5,711 -14.1% 307,073
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 63.40 62.39 58.65
R3 61.51 60.50 58.13
R2 59.62 59.62 57.96
R1 58.61 58.61 57.78 58.17
PP 57.73 57.73 57.73 57.51
S1 56.72 56.72 57.44 56.28
S2 55.84 55.84 57.26
S3 53.95 54.83 57.09
S4 52.06 52.94 56.57
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 60.23 55.65 4.58 8.0% 3.18 5.5% 43% False False 47,535
10 62.96 55.57 7.39 12.8% 3.08 5.3% 28% False False 51,443
20 74.90 55.57 19.33 33.6% 2.93 5.1% 11% False False 45,762
40 81.92 55.57 26.35 45.7% 2.38 4.1% 8% False False 39,706
60 89.04 55.57 33.47 58.1% 2.28 4.0% 6% False False 38,814
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 0.91
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 66.76
2.618 63.68
1.618 61.79
1.000 60.62
0.618 59.90
HIGH 58.73
0.618 58.01
0.500 57.79
0.382 57.56
LOW 56.84
0.618 55.67
1.000 54.95
1.618 53.78
2.618 51.89
4.250 48.81
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 57.79 58.36
PP 57.73 58.11
S1 57.67 57.86

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

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