NYMEX Light Sweet Crude Oil Future September 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 60.19 58.96 -1.23 -2.0% 60.97
High 60.93 60.24 -0.69 -1.1% 60.98
Low 58.08 58.31 0.23 0.4% 56.66
Close 58.21 59.93 1.72 3.0% 59.54
Range 2.85 1.93 -0.92 -32.3% 4.32
ATR 0.00 2.58 2.58 0.00
Volume 7,064 12,966 5,902 83.6% 62,532
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 65.28 64.54 60.99
R3 63.35 62.61 60.46
R2 61.42 61.42 60.28
R1 60.68 60.68 60.11 61.05
PP 59.49 59.49 59.49 59.68
S1 58.75 58.75 59.75 59.12
S2 57.56 57.56 59.58
S3 55.63 56.82 59.40
S4 53.70 54.89 58.87
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 7.2% 3.21 5.3% 76% False False 11,443
10 64.74 56.66 8.08 13.5% 2.73 4.6% 40% False False 10,797
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 0.61
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.44
2.618 65.29
1.618 63.36
1.000 62.17
0.618 61.43
HIGH 60.24
0.618 59.50
0.500 59.28
0.382 59.05
LOW 58.31
0.618 57.12
1.000 56.38
1.618 55.19
2.618 53.26
4.250 50.11
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 59.71 59.65
PP 59.49 59.36
S1 59.28 59.08

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

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