NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 58.41 57.44 -0.97 -1.7% 60.19
High 58.98 57.92 -1.06 -1.8% 60.93
Low 56.79 56.58 -0.21 -0.4% 57.93
Close 57.37 57.88 0.51 0.9% 58.24
Range 2.19 1.34 -0.85 -38.8% 3.00
ATR 2.44 2.37 -0.08 -3.2% 0.00
Volume 2,310 7,502 5,192 224.8% 36,033
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 61.48 61.02 58.62
R3 60.14 59.68 58.25
R2 58.80 58.80 58.13
R1 58.34 58.34 58.00 58.57
PP 57.46 57.46 57.46 57.58
S1 57.00 57.00 57.76 57.23
S2 56.12 56.12 57.63
S3 54.78 55.66 57.51
S4 53.44 54.32 57.14
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.03 66.14 59.89
R3 65.03 63.14 59.07
R2 62.03 62.03 58.79
R1 60.14 60.14 58.52 59.59
PP 59.03 59.03 59.03 58.76
S1 57.14 57.14 57.97 56.59
S2 56.03 56.03 57.69
S3 53.03 54.14 57.42
S4 50.03 51.14 56.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.24 56.58 3.66 6.3% 1.73 3.0% 36% False True 7,756
10 60.97 56.58 4.39 7.6% 2.52 4.4% 30% False True 9,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.71
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 63.62
2.618 61.43
1.618 60.09
1.000 59.26
0.618 58.75
HIGH 57.92
0.618 57.41
0.500 57.25
0.382 57.09
LOW 56.58
0.618 55.75
1.000 55.24
1.618 54.41
2.618 53.07
4.250 50.89
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 57.67 58.13
PP 57.46 58.04
S1 57.25 57.96

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

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