NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 58.35 57.64 -0.71 -1.2% 59.05
High 58.73 58.27 -0.46 -0.8% 59.98
Low 56.84 56.37 -0.47 -0.8% 56.37
Close 57.61 56.65 -0.96 -1.7% 56.65
Range 1.89 1.90 0.01 0.5% 3.61
ATR 2.75 2.69 -0.06 -2.2% 0.00
Volume 34,857 21,409 -13,448 -38.6% 133,383
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.80 61.62 57.70
R3 60.90 59.72 57.17
R2 59.00 59.00 57.00
R1 57.82 57.82 56.82 57.46
PP 57.10 57.10 57.10 56.92
S1 55.92 55.92 56.48 55.56
S2 55.20 55.20 56.30
S3 53.30 54.02 56.13
S4 51.40 52.12 55.61
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.50 66.18 58.64
R3 64.89 62.57 57.64
R2 61.28 61.28 57.31
R1 58.96 58.96 56.98 58.32
PP 57.67 57.67 57.67 57.34
S1 55.35 55.35 56.32 54.71
S2 54.06 54.06 55.99
S3 50.45 51.74 55.66
S4 46.84 48.13 54.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.98 55.76 4.22 7.4% 2.64 4.7% 21% False False 39,342
10 61.05 55.57 5.48 9.7% 3.04 5.4% 20% False False 48,681
20 73.89 55.57 18.32 32.3% 2.98 5.3% 6% False False 45,165
40 81.21 55.57 25.64 45.3% 2.40 4.2% 4% False False 39,760
60 87.42 55.57 31.85 56.2% 2.28 4.0% 3% False False 38,493
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.92
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.35
2.618 63.24
1.618 61.34
1.000 60.17
0.618 59.44
HIGH 58.27
0.618 57.54
0.500 57.32
0.382 57.10
LOW 56.37
0.618 55.20
1.000 54.47
1.618 53.30
2.618 51.40
4.250 48.30
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 57.32 57.74
PP 57.10 57.37
S1 56.87 57.01

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

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