NYMEX Light Sweet Crude Oil Future July 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 61.12 58.54 -2.58 -4.2% 66.37
High 61.35 60.51 -0.84 -1.4% 66.37
Low 59.41 57.46 -1.95 -3.3% 59.41
Close 59.66 58.16 -1.50 -2.5% 59.66
Range 1.94 3.05 1.11 57.2% 6.96
ATR 2.19 2.26 0.06 2.8% 0.00
Volume 7,480 8,576 1,096 14.7% 42,218
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.86 66.06 59.84
R3 64.81 63.01 59.00
R2 61.76 61.76 58.72
R1 59.96 59.96 58.44 59.34
PP 58.71 58.71 58.71 58.40
S1 56.91 56.91 57.88 56.29
S2 55.66 55.66 57.60
S3 52.61 53.86 57.32
S4 49.56 50.81 56.48
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 82.69 78.14 63.49
R3 75.73 71.18 61.57
R2 68.77 68.77 60.94
R1 64.22 64.22 60.30 63.02
PP 61.81 61.81 61.81 61.21
S1 57.26 57.26 59.02 56.06
S2 54.85 54.85 58.38
S3 47.89 50.30 57.75
S4 40.93 43.34 55.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.00 57.46 7.54 13.0% 2.24 3.8% 9% False True 8,805
10 69.85 57.46 12.39 21.3% 1.99 3.4% 6% False True 7,205
20 77.60 57.46 20.14 34.6% 2.20 3.8% 3% False True 6,233
40 81.61 57.46 24.15 41.5% 1.87 3.2% 3% False True 4,825
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 0.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 73.47
2.618 68.49
1.618 65.44
1.000 63.56
0.618 62.39
HIGH 60.51
0.618 59.34
0.500 58.99
0.382 58.63
LOW 57.46
0.618 55.58
1.000 54.41
1.618 52.53
2.618 49.48
4.250 44.50
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 58.99 60.26
PP 58.71 59.56
S1 58.44 58.86

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

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