NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 55.83 55.50 -0.33 -0.6% 57.07
High 58.73 56.91 -1.82 -3.1% 58.98
Low 54.05 54.20 0.15 0.3% 53.60
Close 54.11 56.52 2.41 4.5% 56.52
Range 4.68 2.71 -1.97 -42.1% 5.38
ATR 3.01 3.00 -0.02 -0.5% 0.00
Volume 106,315 23,597 -82,718 -77.8% 1,425,619
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 64.01 62.97 58.01
R3 61.30 60.26 57.27
R2 58.59 58.59 57.02
R1 57.55 57.55 56.77 58.07
PP 55.88 55.88 55.88 56.14
S1 54.84 54.84 56.27 55.36
S2 53.17 53.17 56.02
S3 50.46 52.13 55.77
S4 47.75 49.42 55.03
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.51 69.89 59.48
R3 67.13 64.51 58.00
R2 61.75 61.75 57.51
R1 59.13 59.13 57.01 57.75
PP 56.37 56.37 56.37 55.68
S1 53.75 53.75 56.03 52.37
S2 50.99 50.99 55.53
S3 45.61 48.37 55.04
S4 40.23 42.99 53.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.98 53.60 5.38 9.5% 3.88 6.9% 54% False False 285,123
10 65.55 53.60 11.95 21.1% 3.20 5.7% 24% False False 334,138
20 77.83 53.60 24.23 42.9% 3.07 5.4% 12% False False 329,430
40 82.57 53.60 28.97 51.3% 2.53 4.5% 10% False False 228,800
60 93.07 53.60 39.47 69.8% 2.51 4.4% 7% False False 172,558
80 94.16 53.60 40.56 71.8% 2.28 4.0% 7% False False 136,466
100 96.80 53.60 43.20 76.4% 2.05 3.6% 7% False False 112,516
120 101.52 53.60 47.92 84.8% 1.89 3.3% 6% False False 95,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.97
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 68.43
2.618 64.00
1.618 61.29
1.000 59.62
0.618 58.58
HIGH 56.91
0.618 55.87
0.500 55.56
0.382 55.24
LOW 54.20
0.618 52.53
1.000 51.49
1.618 49.82
2.618 47.11
4.250 42.68
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 56.20 56.52
PP 55.88 56.52
S1 55.56 56.52

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

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