NYMEX Light Sweet Crude Oil Future February 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 56.90 55.78 -1.12 -2.0% 65.60
High 59.00 57.44 -1.56 -2.6% 65.61
Low 55.42 53.94 -1.48 -2.7% 57.66
Close 56.26 56.26 0.00 0.0% 58.08
Range 3.58 3.50 -0.08 -2.2% 7.95
ATR 2.62 2.69 0.06 2.4% 0.00
Volume 194,955 292,441 97,486 50.0% 629,970
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.38 64.82 58.19
R3 62.88 61.32 57.22
R2 59.38 59.38 56.90
R1 57.82 57.82 56.58 58.60
PP 55.88 55.88 55.88 56.27
S1 54.32 54.32 55.94 55.10
S2 52.38 52.38 55.62
S3 48.88 50.82 55.30
S4 45.38 47.32 54.34
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 63.60 53.94 9.66 17.2% 2.98 5.3% 24% False True 187,967
10 68.32 53.94 14.38 25.6% 2.48 4.4% 16% False True 129,622
20 77.81 53.94 23.87 42.4% 2.71 4.8% 10% False True 90,766
40 82.32 53.94 28.38 50.4% 2.33 4.1% 8% False True 63,320
60 92.47 53.94 38.53 68.5% 2.29 4.1% 6% False True 50,781
80 93.83 53.94 39.89 70.9% 2.05 3.7% 6% False True 41,364
100 98.12 53.94 44.18 78.5% 1.86 3.3% 5% False True 34,393
120 101.11 53.94 47.17 83.8% 1.70 3.0% 5% False True 29,478
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.32
2.618 66.60
1.618 63.10
1.000 60.94
0.618 59.60
HIGH 57.44
0.618 56.10
0.500 55.69
0.382 55.28
LOW 53.94
0.618 51.78
1.000 50.44
1.618 48.28
2.618 44.78
4.250 39.07
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 56.07 56.87
PP 55.88 56.66
S1 55.69 56.46

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

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