NYMEX Light Sweet Crude Oil Future February 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	56.80	55.86	-0.94	-1.7%	57.75
High	57.15	56.59	-0.56	-1.0%	58.53
Low	55.07	54.51	-0.56	-1.0%	54.51
Close	55.84	54.73	-1.11	-2.0%	54.73
Range	2.08	2.08	0.00	0.0%	4.02
ATR	2.96	2.90	-0.06	-2.1%	0.00
Volume	174,969	127,202	-47,767	-27.3%	853,493

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	61.52	60.20	55.87
R3	59.44	58.12	55.30
R2	57.36	57.36	55.11
R1	56.04	56.04	54.92	55.66
PP	55.28	55.28	55.28	55.09
S1	53.96	53.96	54.54	53.58
S2	53.20	53.20	54.35
S3	51.12	51.88	54.16
S4	49.04	49.80	53.59

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	67.98	65.38	56.94
R3	63.96	61.36	55.84
R2	59.94	59.94	55.47
R1	57.34	57.34	55.10	56.63
PP	55.92	55.92	55.92	55.57
S1	53.32	53.32	54.36	52.61
S2	51.90	51.90	53.99
S3	47.88	49.30	53.62
S4	43.86	45.28	52.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.53	54.42	4.11	7.5%	2.81	5.1%	8%	False	False	247,405
10	59.79	53.94	5.85	10.7%	3.27	6.0%	14%	False	False	268,028
20	73.62	53.94	19.68	36.0%	3.22	5.9%	4%	False	False	176,893
40	81.67	53.94	27.73	50.7%	2.62	4.8%	3%	False	False	109,749
60	88.99	53.94	35.05	64.0%	2.48	4.5%	2%	False	False	82,383
80	93.67	53.94	39.73	72.6%	2.25	4.1%	2%	False	False	65,940
100	95.94	53.94	42.00	76.7%	2.02	3.7%	2%	False	False	54,312
120	99.09	53.94	45.15	82.5%	1.86	3.4%	2%	False	False	46,222

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.96

Fibonacci Retracements and Extensions
4.250	65.43
2.618	62.04
1.618	59.96
1.000	58.67
0.618	57.88
HIGH	56.59
0.618	55.80
0.500	55.55
0.382	55.30
LOW	54.51
0.618	53.22
1.000	52.43
1.618	51.14
2.618	49.06
4.250	45.67

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	55.55	56.04
PP	55.28	55.60
S1	55.00	55.17

Download as Excel Spreadsheet

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

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