NYMEX Light Sweet Crude Oil Future August 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 61.28 58.64 -2.64 -4.3% 66.00
High 61.43 60.44 -0.99 -1.6% 66.34
Low 59.63 57.75 -1.88 -3.2% 59.63
Close 59.94 58.51 -1.43 -2.4% 59.94
Range 1.80 2.69 0.89 49.4% 6.71
ATR 1.97 2.02 0.05 2.6% 0.00
Volume 3,462 5,149 1,687 48.7% 23,084
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.97 65.43 59.99
R3 64.28 62.74 59.25
R2 61.59 61.59 59.00
R1 60.05 60.05 58.76 59.48
PP 58.90 58.90 58.90 58.61
S1 57.36 57.36 58.26 56.79
S2 56.21 56.21 58.02
S3 53.52 54.67 57.77
S4 50.83 51.98 57.03
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 82.10 77.73 63.63
R3 75.39 71.02 61.79
R2 68.68 68.68 61.17
R1 64.31 64.31 60.56 63.14
PP 61.97 61.97 61.97 61.39
S1 57.60 57.60 59.32 56.43
S2 55.26 55.26 58.71
S3 48.55 50.89 58.09
S4 41.84 44.18 56.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.02 57.75 7.27 12.4% 1.98 3.4% 10% False True 4,641
10 69.35 57.75 11.60 19.8% 1.78 3.0% 7% False True 4,228
20 76.90 57.75 19.15 32.7% 1.88 3.2% 4% False True 3,749
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 0.20
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 71.87
2.618 67.48
1.618 64.79
1.000 63.13
0.618 62.10
HIGH 60.44
0.618 59.41
0.500 59.10
0.382 58.78
LOW 57.75
0.618 56.09
1.000 55.06
1.618 53.40
2.618 50.71
4.250 46.32
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 59.10 60.51
PP 58.90 59.84
S1 58.71 59.18

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

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