NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 55.78 55.85 0.07 0.1% 65.60
High 57.44 59.27 1.83 3.2% 65.61
Low 53.94 54.60 0.66 1.2% 57.66
Close 56.26 56.79 0.53 0.9% 58.08
Range 3.50 4.67 1.17 33.4% 7.95
ATR 2.69 2.83 0.14 5.3% 0.00
Volume 292,441 340,243 47,802 16.3% 629,970
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.90 68.51 59.36
R3 66.23 63.84 58.07
R2 61.56 61.56 57.65
R1 59.17 59.17 57.22 60.37
PP 56.89 56.89 56.89 57.48
S1 54.50 54.50 56.36 55.70
S2 52.22 52.22 55.93
S3 47.55 49.83 55.51
S4 42.88 45.16 54.22
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 61.88 53.94 7.94 14.0% 3.31 5.8% 36% False False 226,374
10 68.30 53.94 14.36 25.3% 2.80 4.9% 20% False False 157,230
20 77.81 53.94 23.87 42.0% 2.83 5.0% 12% False False 106,029
40 82.32 53.94 28.38 50.0% 2.41 4.2% 10% False False 71,244
60 92.47 53.94 38.53 67.8% 2.35 4.1% 7% False False 56,259
80 93.83 53.94 39.89 70.2% 2.10 3.7% 7% False False 45,499
100 97.63 53.94 43.69 76.9% 1.90 3.3% 7% False False 37,705
120 101.11 53.94 47.17 83.1% 1.74 3.1% 6% False False 32,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 79.12
2.618 71.50
1.618 66.83
1.000 63.94
0.618 62.16
HIGH 59.27
0.618 57.49
0.500 56.94
0.382 56.38
LOW 54.60
0.618 51.71
1.000 49.93
1.618 47.04
2.618 42.37
4.250 34.75
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 56.94 56.73
PP 56.89 56.67
S1 56.84 56.61

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

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