NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 57.56 60.19 2.63 4.6% 60.97
High 60.51 60.93 0.42 0.7% 60.98
Low 57.22 58.08 0.86 1.5% 56.66
Close 59.54 58.21 -1.33 -2.2% 59.54
Range 3.29 2.85 -0.44 -13.4% 4.32
ATR
Volume 15,315 7,064 -8,251 -53.9% 62,532
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 67.62 65.77 59.78
R3 64.77 62.92 58.99
R2 61.92 61.92 58.73
R1 60.07 60.07 58.47 59.57
PP 59.07 59.07 59.07 58.83
S1 57.22 57.22 57.95 56.72
S2 56.22 56.22 57.69
S3 53.37 54.37 57.43
S4 50.52 51.52 56.64
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.02 70.10 61.92
R3 67.70 65.78 60.73
R2 63.38 63.38 60.33
R1 61.46 61.46 59.94 60.26
PP 59.06 59.06 59.06 58.46
S1 57.14 57.14 59.14 55.94
S2 54.74 54.74 58.75
S3 50.42 52.82 58.35
S4 46.10 48.50 57.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.97 56.66 4.31 7.4% 3.32 5.7% 36% False False 11,379
10 65.37 56.66 8.71 15.0% 2.67 4.6% 18% False False 10,664
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
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 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.04
2.618 68.39
1.618 65.54
1.000 63.78
0.618 62.69
HIGH 60.93
0.618 59.84
0.500 59.51
0.382 59.17
LOW 58.08
0.618 56.32
1.000 55.23
1.618 53.47
2.618 50.62
4.250 45.97
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 59.51 58.82
PP 59.07 58.61
S1 58.64 58.41

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

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