NYMEX Light Sweet Crude Oil Future January 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 57.07 55.40 -1.67 -2.9% 65.46
High 58.73 57.15 -1.58 -2.7% 65.55
Low 55.02 53.60 -1.42 -2.6% 57.40
Close 55.91 55.93 0.02 0.0% 57.81
Range 3.71 3.55 -0.16 -4.3% 8.15
ATR 2.67 2.74 0.06 2.3% 0.00
Volume 424,946 518,784 93,838 22.1% 1,915,770
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.21 64.62 57.88
R3 62.66 61.07 56.91
R2 59.11 59.11 56.58
R1 57.52 57.52 56.26 58.32
PP 55.56 55.56 55.56 55.96
S1 53.97 53.97 55.60 54.77
S2 52.01 52.01 55.28
S3 48.46 50.42 54.95
S4 44.91 46.87 53.98
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.70 79.41 62.29
R3 76.55 71.26 60.05
R2 68.40 68.40 59.30
R1 63.11 63.11 58.56 61.68
PP 60.25 60.25 60.25 59.54
S1 54.96 54.96 57.06 53.53
S2 52.10 52.10 56.32
S3 43.95 46.81 55.57
S4 35.80 38.66 53.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.43 53.60 9.83 17.6% 3.03 5.4% 24% False True 441,323
10 68.23 53.60 14.63 26.2% 2.51 4.5% 16% False True 366,652
20 77.83 53.60 24.23 43.3% 2.76 4.9% 10% False True 344,212
40 82.71 53.60 29.11 52.0% 2.39 4.3% 8% False True 222,095
60 93.07 53.60 39.47 70.6% 2.38 4.3% 6% False True 166,359
80 94.16 53.60 40.56 72.5% 2.16 3.9% 6% False True 130,945
100 98.71 53.60 45.11 80.7% 1.96 3.5% 5% False True 108,100
120 101.88 53.60 48.28 86.3% 1.81 3.2% 5% False True 92,081
Crabel Price Patterns
NR True
NR4 False
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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.24
2.618 66.44
1.618 62.89
1.000 60.70
0.618 59.34
HIGH 57.15
0.618 55.79
0.500 55.38
0.382 54.96
LOW 53.60
0.618 51.41
1.000 50.05
1.618 47.86
2.618 44.31
4.250 38.51
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 55.75 56.59
PP 55.56 56.37
S1 55.38 56.15

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

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