NYMEX Light Sweet Crude Oil Future March 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 56.17 56.07 -0.10 -0.2% 65.90
High 57.72 59.53 1.81 3.1% 65.90
Low 54.33 54.95 0.62 1.1% 57.99
Close 56.55 57.13 0.58 1.0% 58.41
Range 3.39 4.58 1.19 35.1% 7.91
ATR 2.63 2.77 0.14 5.3% 0.00
Volume 69,180 89,090 19,910 28.8% 288,355
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.94 68.62 59.65
R3 66.36 64.04 58.39
R2 61.78 61.78 57.97
R1 59.46 59.46 57.55 60.62
PP 57.20 57.20 57.20 57.79
S1 54.88 54.88 56.71 56.04
S2 52.62 52.62 56.29
S3 48.04 50.30 55.87
S4 43.46 45.72 54.61
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 84.50 79.36 62.76
R3 76.59 71.45 60.59
R2 68.68 68.68 59.86
R1 63.54 63.54 59.14 62.16
PP 60.77 60.77 60.77 60.07
S1 55.63 55.63 57.68 54.25
S2 52.86 52.86 56.96
S3 44.95 47.72 56.23
S4 37.04 39.81 54.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.12 54.33 7.79 13.6% 3.23 5.7% 36% False False 72,082
10 68.40 54.33 14.07 24.6% 2.75 4.8% 20% False False 59,051
20 77.79 54.33 23.46 41.1% 2.78 4.9% 12% False False 52,169
40 82.19 54.33 27.86 48.8% 2.35 4.1% 10% False False 42,981
60 91.92 54.33 37.59 65.8% 2.29 4.0% 7% False False 41,168
80 93.80 54.33 39.47 69.1% 2.03 3.5% 7% False False 35,044
100 96.85 54.33 42.52 74.4% 1.82 3.2% 7% False False 30,015
120 100.33 54.33 46.00 80.5% 1.67 2.9% 6% False False 26,547
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 0.65
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 79.00
2.618 71.52
1.618 66.94
1.000 64.11
0.618 62.36
HIGH 59.53
0.618 57.78
0.500 57.24
0.382 56.70
LOW 54.95
0.618 52.12
1.000 50.37
1.618 47.54
2.618 42.96
4.250 35.49
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 57.24 57.06
PP 57.20 57.00
S1 57.17 56.93

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

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