NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 61.97 60.12 -1.85 -3.0% 65.84
High 62.39 60.33 -2.06 -3.3% 65.84
Low 59.90 58.37 -1.53 -2.6% 58.37
Close 60.87 58.76 -2.11 -3.5% 58.76
Range 2.49 1.96 -0.53 -21.3% 7.47
ATR 2.40 2.41 0.01 0.3% 0.00
Volume 28,743 23,777 -4,966 -17.3% 119,534
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 65.03 63.86 59.84
R3 63.07 61.90 59.30
R2 61.11 61.11 59.12
R1 59.94 59.94 58.94 59.55
PP 59.15 59.15 59.15 58.96
S1 57.98 57.98 58.58 57.59
S2 57.19 57.19 58.40
S3 55.23 56.02 58.22
S4 53.27 54.06 57.68
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.40 78.55 62.87
R3 75.93 71.08 60.81
R2 68.46 68.46 60.13
R1 63.61 63.61 59.44 62.30
PP 60.99 60.99 60.99 60.34
S1 56.14 56.14 58.08 54.83
S2 53.52 53.52 57.39
S3 46.05 48.67 56.71
S4 38.58 41.20 54.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.84 58.37 7.47 12.7% 2.30 3.9% 5% False True 23,906
10 69.86 58.37 11.49 19.6% 2.41 4.1% 3% False True 22,283
20 77.75 58.37 19.38 33.0% 2.40 4.1% 2% False True 18,973
40 82.03 58.37 23.66 40.3% 2.07 3.5% 2% False True 16,380
60 91.36 58.37 32.99 56.1% 2.01 3.4% 1% False True 14,362
80 93.50 58.37 35.13 59.8% 1.78 3.0% 1% False True 11,836
100 97.18 58.37 38.81 66.0% 1.59 2.7% 1% False True 10,044
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.66
2.618 65.46
1.618 63.50
1.000 62.29
0.618 61.54
HIGH 60.33
0.618 59.58
0.500 59.35
0.382 59.12
LOW 58.37
0.618 57.16
1.000 56.41
1.618 55.20
2.618 53.24
4.250 50.04
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 59.35 61.08
PP 59.15 60.30
S1 58.96 59.53

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

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