NYMEX Light Sweet Crude Oil Future May 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 57.33 56.35 -0.98 -1.7% 58.02
High 59.90 59.29 -0.61 -1.0% 59.99
Low 55.33 55.48 0.15 0.3% 55.22
Close 55.42 58.23 2.81 5.1% 58.23
Range 4.57 3.81 -0.76 -16.6% 4.77
ATR 2.69 2.77 0.08 3.1% 0.00
Volume 26,048 29,807 3,759 14.4% 129,759
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 69.10 67.47 60.33
R3 65.29 63.66 59.28
R2 61.48 61.48 58.93
R1 59.85 59.85 58.58 60.67
PP 57.67 57.67 57.67 58.07
S1 56.04 56.04 57.88 56.86
S2 53.86 53.86 57.53
S3 50.05 52.23 57.18
S4 46.24 48.42 56.13
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.12 69.95 60.85
R3 67.35 65.18 59.54
R2 62.58 62.58 59.10
R1 60.41 60.41 58.67 61.50
PP 57.81 57.81 57.81 58.36
S1 55.64 55.64 57.79 56.73
S2 53.04 53.04 57.36
S3 48.27 50.87 56.92
S4 43.50 46.10 55.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.99 55.22 4.77 8.2% 3.81 6.5% 63% False False 25,951
10 66.09 55.22 10.87 18.7% 3.03 5.2% 28% False False 24,100
20 77.67 55.22 22.45 38.6% 2.80 4.8% 13% False False 19,189
40 81.93 55.22 26.71 45.9% 2.19 3.8% 11% False False 14,093
60 90.94 55.22 35.72 61.3% 2.09 3.6% 8% False False 11,826
80 93.40 55.22 38.18 65.6% 1.83 3.2% 8% False False 9,708
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 0.76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.48
2.618 69.26
1.618 65.45
1.000 63.10
0.618 61.64
HIGH 59.29
0.618 57.83
0.500 57.39
0.382 56.94
LOW 55.48
0.618 53.13
1.000 51.67
1.618 49.32
2.618 45.51
4.250 39.29
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 57.95 58.04
PP 57.67 57.85
S1 57.39 57.66

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

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