NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 55.86 55.05 -0.81 -1.5% 57.75
High 56.59 55.74 -0.85 -1.5% 58.53
Low 54.51 52.90 -1.61 -3.0% 54.51
Close 54.73 53.61 -1.12 -2.0% 54.73
Range 2.08 2.84 0.76 36.5% 4.02
ATR 2.90 2.89 0.00 -0.1% 0.00
Volume 127,202 241,378 114,176 89.8% 853,493
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.60 60.95 55.17
R3 59.76 58.11 54.39
R2 56.92 56.92 54.13
R1 55.27 55.27 53.87 54.68
PP 54.08 54.08 54.08 53.79
S1 52.43 52.43 53.35 51.84
S2 51.24 51.24 53.09
S3 48.40 49.59 52.83
S4 45.56 46.75 52.05
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 52.90 5.63 10.5% 2.58 4.8% 13% False True 218,974
10 59.27 52.90 6.37 11.9% 3.34 6.2% 11% False True 276,005
20 69.63 52.90 16.73 31.2% 2.97 5.5% 4% False True 186,864
40 80.91 52.90 28.01 52.2% 2.66 5.0% 3% False True 114,894
60 88.99 52.90 36.09 67.3% 2.48 4.6% 2% False True 85,898
80 93.36 52.90 40.46 75.5% 2.27 4.2% 2% False True 68,806
100 95.94 52.90 43.04 80.3% 2.04 3.8% 2% False True 56,649
120 99.09 52.90 46.19 86.2% 1.87 3.5% 2% False True 48,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.99
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.81
2.618 63.18
1.618 60.34
1.000 58.58
0.618 57.50
HIGH 55.74
0.618 54.66
0.500 54.32
0.382 53.98
LOW 52.90
0.618 51.14
1.000 50.06
1.618 48.30
2.618 45.46
4.250 40.83
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 54.32 55.03
PP 54.08 54.55
S1 53.85 54.08

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

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