NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 59.05 57.60 -1.45 -2.5% 58.54
High 59.92 59.25 -0.67 -1.1% 60.51
Low 57.17 57.20 0.03 0.1% 55.93
Close 57.29 59.04 1.75 3.1% 58.85
Range 2.75 2.05 -0.70 -25.5% 4.58
ATR 2.65 2.61 -0.04 -1.6% 0.00
Volume 6,660 9,825 3,165 47.5% 54,574
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 64.65 63.89 60.17
R3 62.60 61.84 59.60
R2 60.55 60.55 59.42
R1 59.79 59.79 59.23 60.17
PP 58.50 58.50 58.50 58.69
S1 57.74 57.74 58.85 58.12
S2 56.45 56.45 58.66
S3 54.40 55.69 58.48
S4 52.35 53.64 57.91
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 60.41 55.93 4.48 7.6% 3.36 5.7% 69% False False 9,889
10 64.44 55.93 8.51 14.4% 2.90 4.9% 37% False False 9,613
20 76.70 55.93 20.77 35.2% 2.73 4.6% 15% False False 7,866
40 81.61 55.93 25.68 43.5% 2.14 3.6% 12% False False 5,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 67.96
2.618 64.62
1.618 62.57
1.000 61.30
0.618 60.52
HIGH 59.25
0.618 58.47
0.500 58.23
0.382 57.98
LOW 57.20
0.618 55.93
1.000 55.15
1.618 53.88
2.618 51.83
4.250 48.49
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 58.77 58.72
PP 58.50 58.40
S1 58.23 58.09

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

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