NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 58.21 56.43 -1.78 -3.1% 57.44
High 59.21 58.26 -0.95 -1.6% 59.74
Low 55.94 55.86 -0.08 -0.1% 54.78
Close 56.05 57.87 1.82 3.2% 57.86
Range 3.27 2.40 -0.87 -26.6% 4.96
ATR 2.92 2.88 -0.04 -1.3% 0.00
Volume 27,945 29,763 1,818 6.5% 154,849
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 64.53 63.60 59.19
R3 62.13 61.20 58.53
R2 59.73 59.73 58.31
R1 58.80 58.80 58.09 59.27
PP 57.33 57.33 57.33 57.56
S1 56.40 56.40 57.65 56.87
S2 54.93 54.93 57.43
S3 52.53 54.00 57.21
S4 50.13 51.60 56.55
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.34 70.06 60.59
R3 67.38 65.10 59.22
R2 62.42 62.42 58.77
R1 60.14 60.14 58.31 61.28
PP 57.46 57.46 57.46 58.03
S1 55.18 55.18 57.41 56.32
S2 52.50 52.50 56.95
S3 47.54 50.22 56.50
S4 42.58 45.26 55.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.74 54.98 4.76 8.2% 3.73 6.4% 61% False False 31,011
10 63.78 54.78 9.00 15.6% 3.25 5.6% 34% False False 28,620
20 76.71 54.78 21.93 37.9% 3.02 5.2% 14% False False 23,613
40 82.03 54.78 27.25 47.1% 2.40 4.1% 11% False False 19,544
60 91.36 54.78 36.58 63.2% 2.32 4.0% 8% False False 17,123
80 93.43 54.78 38.65 66.8% 2.04 3.5% 8% False False 14,210
100 95.01 54.78 40.23 69.5% 1.78 3.1% 8% False False 11,961
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.90
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.46
2.618 64.54
1.618 62.14
1.000 60.66
0.618 59.74
HIGH 58.26
0.618 57.34
0.500 57.06
0.382 56.78
LOW 55.86
0.618 54.38
1.000 53.46
1.618 51.98
2.618 49.58
4.250 45.66
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 57.60 57.64
PP 57.33 57.40
S1 57.06 57.17

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

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