NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 56.78 57.33 0.55 1.0% 66.09
High 59.99 59.90 -0.09 -0.2% 66.09
Low 55.70 55.33 -0.37 -0.7% 58.81
Close 57.77 55.42 -2.35 -4.1% 59.11
Range 4.29 4.57 0.28 6.5% 7.28
ATR 2.54 2.69 0.14 5.7% 0.00
Volume 26,774 26,048 -726 -2.7% 111,241
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.59 67.58 57.93
R3 66.02 63.01 56.68
R2 61.45 61.45 56.26
R1 58.44 58.44 55.84 57.66
PP 56.88 56.88 56.88 56.50
S1 53.87 53.87 55.00 53.09
S2 52.31 52.31 54.58
S3 47.74 49.30 54.16
S4 43.17 44.73 52.91
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 60.78 55.22 5.56 10.0% 3.44 6.2% 4% False False 24,830
10 67.44 55.22 12.22 22.0% 2.80 5.1% 2% False False 22,592
20 77.67 55.22 22.45 40.5% 2.69 4.9% 1% False False 18,733
40 81.93 55.22 26.71 48.2% 2.14 3.9% 1% False False 13,560
60 90.94 55.22 35.72 64.5% 2.04 3.7% 1% False False 11,475
80 93.40 55.22 38.18 68.9% 1.79 3.2% 1% False False 9,373
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 0.70
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 79.32
2.618 71.86
1.618 67.29
1.000 64.47
0.618 62.72
HIGH 59.90
0.618 58.15
0.500 57.62
0.382 57.08
LOW 55.33
0.618 52.51
1.000 50.76
1.618 47.94
2.618 43.37
4.250 35.91
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 57.62 57.61
PP 56.88 56.88
S1 56.15 56.15

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

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