NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 58.29 57.65 -0.64 -1.1% 59.05
High 58.60 57.99 -0.61 -1.0% 59.92
Low 56.83 55.70 -1.13 -2.0% 56.83
Close 57.14 56.24 -0.90 -1.6% 57.14
Range 1.77 2.29 0.52 29.4% 3.09
ATR 2.49 2.48 -0.01 -0.6% 0.00
Volume 4,289 3,027 -1,262 -29.4% 26,347
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 63.51 62.17 57.50
R3 61.22 59.88 56.87
R2 58.93 58.93 56.66
R1 57.59 57.59 56.45 57.12
PP 56.64 56.64 56.64 56.41
S1 55.30 55.30 56.03 54.83
S2 54.35 54.35 55.82
S3 52.06 53.01 55.61
S4 49.77 50.72 54.98
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.23 65.28 58.84
R3 64.14 62.19 57.99
R2 61.05 61.05 57.71
R1 59.10 59.10 57.42 58.53
PP 57.96 57.96 57.96 57.68
S1 56.01 56.01 56.86 55.44
S2 54.87 54.87 56.57
S3 51.78 52.92 56.29
S4 48.69 49.83 55.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.92 55.70 4.22 7.5% 2.09 3.7% 13% False True 5,874
10 60.51 55.70 4.81 8.6% 2.82 5.0% 11% False True 8,394
20 70.20 55.70 14.50 25.8% 2.51 4.5% 4% False True 7,703
40 80.60 55.70 24.90 44.3% 2.22 3.9% 2% False True 6,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.72
2.618 63.99
1.618 61.70
1.000 60.28
0.618 59.41
HIGH 57.99
0.618 57.12
0.500 56.85
0.382 56.57
LOW 55.70
0.618 54.28
1.000 53.41
1.618 51.99
2.618 49.70
4.250 45.97
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 56.85 57.26
PP 56.64 56.92
S1 56.44 56.58

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

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