NYMEX Light Sweet Crude Oil Future August 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 59.34 58.58 -0.76 -1.3% 58.64
High 60.55 59.78 -0.77 -1.3% 60.49
Low 57.60 57.65 0.05 0.1% 56.35
Close 57.72 59.45 1.73 3.0% 59.16
Range 2.95 2.13 -0.82 -27.8% 4.14
ATR 2.46 2.44 -0.02 -1.0% 0.00
Volume 3,273 8,001 4,728 144.5% 27,594
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 65.35 64.53 60.62
R3 63.22 62.40 60.04
R2 61.09 61.09 59.84
R1 60.27 60.27 59.65 60.68
PP 58.96 58.96 58.96 59.17
S1 58.14 58.14 59.25 58.55
S2 56.83 56.83 59.06
S3 54.70 56.01 58.86
S4 52.57 53.88 58.28
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 71.09 69.26 61.44
R3 66.95 65.12 60.30
R2 62.81 62.81 59.92
R1 60.98 60.98 59.54 61.90
PP 58.67 58.67 58.67 59.12
S1 56.84 56.84 58.78 57.76
S2 54.53 54.53 58.40
S3 50.39 52.70 58.02
S4 46.25 48.56 56.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.55 56.35 4.20 7.1% 3.33 5.6% 74% False False 5,643
10 64.13 56.35 7.78 13.1% 2.77 4.7% 40% False False 5,076
20 76.63 56.35 20.28 34.1% 2.54 4.3% 15% False False 4,450
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 0.68
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.83
2.618 65.36
1.618 63.23
1.000 61.91
0.618 61.10
HIGH 59.78
0.618 58.97
0.500 58.72
0.382 58.46
LOW 57.65
0.618 56.33
1.000 55.52
1.618 54.20
2.618 52.07
4.250 48.60
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 59.21 59.15
PP 58.96 58.85
S1 58.72 58.56

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

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