NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 58.58 58.94 0.36 0.6% 58.64
High 59.78 59.17 -0.61 -1.0% 60.49
Low 57.65 57.83 0.18 0.3% 56.35
Close 59.45 58.52 -0.93 -1.6% 59.16
Range 2.13 1.34 -0.79 -37.1% 4.14
ATR 2.44 2.38 -0.06 -2.4% 0.00
Volume 8,001 3,462 -4,539 -56.7% 27,594
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.53 61.86 59.26
R3 61.19 60.52 58.89
R2 59.85 59.85 58.77
R1 59.18 59.18 58.64 58.85
PP 58.51 58.51 58.51 58.34
S1 57.84 57.84 58.40 57.51
S2 57.17 57.17 58.27
S3 55.83 56.50 58.15
S4 54.49 55.16 57.78
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 7.2% 2.83 4.8% 52% False False 5,245
10 63.27 56.35 6.92 11.8% 2.70 4.6% 31% False False 5,047
20 74.69 56.35 18.34 31.3% 2.49 4.2% 12% False False 4,479
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 0.70
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 64.87
2.618 62.68
1.618 61.34
1.000 60.51
0.618 60.00
HIGH 59.17
0.618 58.66
0.500 58.50
0.382 58.34
LOW 57.83
0.618 57.00
1.000 56.49
1.618 55.66
2.618 54.32
4.250 52.14
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 58.51 59.08
PP 58.51 58.89
S1 58.50 58.71

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

View Archives - Comment on this page... - Back to Index of Symbols