NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 61.35 59.39 -1.96 -3.2% 65.60
High 61.88 59.79 -2.09 -3.4% 65.61
Low 59.20 57.66 -1.54 -2.6% 57.66
Close 60.19 58.08 -2.11 -3.5% 58.08
Range 2.68 2.13 -0.55 -20.5% 7.95
ATR 2.55 2.55 0.00 -0.1% 0.00
Volume 142,623 161,612 18,989 13.3% 629,970
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 64.90 63.62 59.25
R3 62.77 61.49 58.67
R2 60.64 60.64 58.47
R1 59.36 59.36 58.28 58.94
PP 58.51 58.51 58.51 58.30
S1 57.23 57.23 57.88 56.81
S2 56.38 56.38 57.69
S3 54.25 55.10 57.49
S4 52.12 52.97 56.91
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.30 79.14 62.45
R3 76.35 71.19 60.27
R2 68.40 68.40 59.54
R1 63.24 63.24 58.81 61.85
PP 60.45 60.45 60.45 59.75
S1 55.29 55.29 57.35 53.90
S2 52.50 52.50 56.62
S3 44.55 47.34 55.89
S4 36.60 39.39 53.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.61 57.66 7.95 13.7% 2.48 4.3% 5% False True 125,994
10 69.63 57.66 11.97 20.6% 2.60 4.5% 4% False True 97,724
20 77.81 57.66 20.15 34.7% 2.58 4.4% 2% False True 71,016
40 82.87 57.66 25.21 43.4% 2.25 3.9% 2% False True 52,542
60 92.47 57.66 34.81 59.9% 2.21 3.8% 1% False True 43,070
80 93.83 57.66 36.17 62.3% 1.99 3.4% 1% False True 35,492
100 98.68 57.66 41.02 70.6% 1.81 3.1% 1% False True 29,657
120 101.33 57.66 43.67 75.2% 1.66 2.9% 1% False True 25,478
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.84
2.618 65.37
1.618 63.24
1.000 61.92
0.618 61.11
HIGH 59.79
0.618 58.98
0.500 58.73
0.382 58.47
LOW 57.66
0.618 56.34
1.000 55.53
1.618 54.21
2.618 52.08
4.250 48.61
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 58.73 60.63
PP 58.51 59.78
S1 58.30 58.93

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

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