NYMEX Light Sweet Crude Oil Future May 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 57.14 56.78 -0.36 -0.6% 66.09
High 58.34 59.99 1.65 2.8% 66.09
Low 55.22 55.70 0.48 0.9% 58.81
Close 57.16 57.77 0.61 1.1% 59.11
Range 3.12 4.29 1.17 37.5% 7.28
ATR 2.41 2.54 0.13 5.6% 0.00
Volume 24,570 26,774 2,204 9.0% 111,241
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.69 68.52 60.13
R3 66.40 64.23 58.95
R2 62.11 62.11 58.56
R1 59.94 59.94 58.16 61.03
PP 57.82 57.82 57.82 58.36
S1 55.65 55.65 57.38 56.74
S2 53.53 53.53 56.98
S3 49.24 51.36 56.59
S4 44.95 47.07 55.41
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.18 78.42 63.11
R3 75.90 71.14 61.11
R2 68.62 68.62 60.44
R1 63.86 63.86 59.78 62.60
PP 61.34 61.34 61.34 60.71
S1 56.58 56.58 58.44 55.32
S2 54.06 54.06 57.78
S3 46.78 49.30 57.11
S4 39.50 42.02 55.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.67 55.22 7.45 12.9% 3.00 5.2% 34% False False 24,684
10 68.67 55.22 13.45 23.3% 2.53 4.4% 19% False False 21,201
20 77.67 55.22 22.45 38.9% 2.52 4.4% 11% False False 17,735
40 81.93 55.22 26.71 46.2% 2.09 3.6% 10% False False 13,037
60 90.94 55.22 35.72 61.8% 1.99 3.4% 7% False False 11,127
80 93.40 55.22 38.18 66.1% 1.74 3.0% 7% False False 9,058
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 0.57
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 78.22
2.618 71.22
1.618 66.93
1.000 64.28
0.618 62.64
HIGH 59.99
0.618 58.35
0.500 57.85
0.382 57.34
LOW 55.70
0.618 53.05
1.000 51.41
1.618 48.76
2.618 44.47
4.250 37.47
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 57.85 57.72
PP 57.82 57.66
S1 57.80 57.61

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

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