NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 57.03 57.91 0.88 1.5% 66.37
High 60.24 60.41 0.17 0.3% 66.37
Low 56.33 55.93 -0.40 -0.7% 59.41
Close 58.28 56.03 -2.25 -3.9% 59.66
Range 3.91 4.48 0.57 14.6% 6.96
ATR 2.40 2.55 0.15 6.2% 0.00
Volume 12,535 10,798 -1,737 -13.9% 42,218
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.90 67.94 58.49
R3 66.42 63.46 57.26
R2 61.94 61.94 56.85
R1 58.98 58.98 56.44 58.22
PP 57.46 57.46 57.46 57.08
S1 54.50 54.50 55.62 53.74
S2 52.98 52.98 55.21
S3 48.50 50.02 54.80
S4 44.02 45.54 53.57
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 61.35 55.93 5.42 9.7% 3.21 5.7% 2% False True 10,485
10 67.70 55.93 11.77 21.0% 2.60 4.6% 1% False True 9,110
20 77.60 55.93 21.67 38.7% 2.55 4.5% 0% False True 7,501
40 81.61 55.93 25.68 45.8% 2.04 3.6% 0% False True 5,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 79.45
2.618 72.14
1.618 67.66
1.000 64.89
0.618 63.18
HIGH 60.41
0.618 58.70
0.500 58.17
0.382 57.64
LOW 55.93
0.618 53.16
1.000 51.45
1.618 48.68
2.618 44.20
4.250 36.89
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 58.17 58.17
PP 57.46 57.46
S1 56.74 56.74

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

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