NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 56.84 55.78 -1.06 -1.9% 59.05
High 57.55 56.35 -1.20 -2.1% 59.98
Low 55.07 54.84 -0.23 -0.4% 56.37
Close 55.73 56.27 0.54 1.0% 56.65
Range 2.48 1.51 -0.97 -39.1% 3.61
ATR 2.67 2.59 -0.08 -3.1% 0.00
Volume 12,977 28,343 15,366 118.4% 133,383
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 60.35 59.82 57.10
R3 58.84 58.31 56.69
R2 57.33 57.33 56.55
R1 56.80 56.80 56.41 57.07
PP 55.82 55.82 55.82 55.95
S1 55.29 55.29 56.13 55.56
S2 54.31 54.31 55.99
S3 52.80 53.78 55.85
S4 51.29 52.27 55.44
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 59.10 54.84 4.26 7.6% 2.03 3.6% 34% False True 27,630
10 60.31 54.84 5.47 9.7% 2.92 5.2% 26% False True 43,294
20 69.87 54.84 15.03 26.7% 2.55 4.5% 10% False True 43,048
40 80.73 54.84 25.89 46.0% 2.43 4.3% 6% False True 39,473
60 86.88 54.84 32.04 56.9% 2.28 4.0% 4% False True 37,678
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.85
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 62.77
2.618 60.30
1.618 58.79
1.000 57.86
0.618 57.28
HIGH 56.35
0.618 55.77
0.500 55.60
0.382 55.42
LOW 54.84
0.618 53.91
1.000 53.33
1.618 52.40
2.618 50.89
4.250 48.42
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 56.05 56.56
PP 55.82 56.46
S1 55.60 56.37

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

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