NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 57.91 56.59 -1.32 -2.3% 58.54
High 60.41 59.88 -0.53 -0.9% 60.51
Low 55.93 56.25 0.32 0.6% 55.93
Close 56.03 58.85 2.82 5.0% 58.85
Range 4.48 3.63 -0.85 -19.0% 4.58
ATR 2.55 2.64 0.09 3.6% 0.00
Volume 10,798 9,627 -1,171 -10.8% 54,574
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 69.22 67.66 60.85
R3 65.59 64.03 59.85
R2 61.96 61.96 59.52
R1 60.40 60.40 59.18 61.18
PP 58.33 58.33 58.33 58.72
S1 56.77 56.77 58.52 57.55
S2 54.70 54.70 58.18
S3 51.07 53.14 57.85
S4 47.44 49.51 56.85
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.17 70.09 61.37
R3 67.59 65.51 60.11
R2 63.01 63.01 59.69
R1 60.93 60.93 59.27 61.97
PP 58.43 58.43 58.43 58.95
S1 56.35 56.35 58.43 57.39
S2 53.85 53.85 58.01
S3 49.27 51.77 57.59
S4 44.69 47.19 56.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.51 55.93 4.58 7.8% 3.55 6.0% 64% False False 10,914
10 66.37 55.93 10.44 17.7% 2.82 4.8% 28% False False 9,679
20 77.60 55.93 21.67 36.8% 2.64 4.5% 13% False False 7,557
40 81.61 55.93 25.68 43.6% 2.08 3.5% 11% False False 5,674
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.31
2.618 69.38
1.618 65.75
1.000 63.51
0.618 62.12
HIGH 59.88
0.618 58.49
0.500 58.07
0.382 57.64
LOW 56.25
0.618 54.01
1.000 52.62
1.618 50.38
2.618 46.75
4.250 40.82
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 58.59 58.62
PP 58.33 58.40
S1 58.07 58.17

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

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