NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 56.48 55.60 -0.88 -1.6% 57.51
High 59.31 58.70 -0.61 -1.0% 59.53
Low 54.62 54.74 0.12 0.2% 54.33
Close 54.70 57.48 2.78 5.1% 57.48
Range 4.69 3.96 -0.73 -15.6% 5.20
ATR 2.91 2.98 0.08 2.7% 0.00
Volume 82,718 90,222 7,504 9.1% 401,840
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.85 67.13 59.66
R3 64.89 63.17 58.57
R2 60.93 60.93 58.21
R1 59.21 59.21 57.84 60.07
PP 56.97 56.97 56.97 57.41
S1 55.25 55.25 57.12 56.11
S2 53.01 53.01 56.75
S3 49.05 51.29 56.39
S4 45.09 47.33 55.30
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.71 70.30 60.34
R3 67.51 65.10 58.91
R2 62.31 62.31 58.43
R1 59.90 59.90 57.96 58.51
PP 57.11 57.11 57.11 56.42
S1 54.70 54.70 57.00 53.31
S2 51.91 51.91 56.53
S3 46.71 49.50 56.05
S4 41.51 44.30 54.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.53 54.33 5.20 9.0% 4.03 7.0% 61% False False 80,368
10 65.90 54.33 11.57 20.1% 3.24 5.6% 27% False False 69,019
20 77.79 54.33 23.46 40.8% 3.04 5.3% 13% False False 55,029
40 82.19 54.33 27.86 48.5% 2.45 4.3% 11% False False 45,529
60 91.92 54.33 37.59 65.4% 2.39 4.2% 8% False False 42,968
80 93.80 54.33 39.47 68.7% 2.12 3.7% 8% False False 36,998
100 95.76 54.33 41.43 72.1% 1.89 3.3% 8% False False 31,570
120 100.07 54.33 45.74 79.6% 1.73 3.0% 7% False False 27,840
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.53
2.618 69.07
1.618 65.11
1.000 62.66
0.618 61.15
HIGH 58.70
0.618 57.19
0.500 56.72
0.382 56.25
LOW 54.74
0.618 52.29
1.000 50.78
1.618 48.33
2.618 44.37
4.250 37.91
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 57.23 57.35
PP 56.97 57.21
S1 56.72 57.08

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

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