NYMEX Light Sweet Crude Oil Future June 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 62.36 60.60 -1.76 -2.8% 66.29
High 62.96 61.05 -1.91 -3.0% 66.29
Low 60.70 59.10 -1.60 -2.6% 59.10
Close 61.53 59.41 -2.12 -3.4% 59.41
Range 2.26 1.95 -0.31 -13.7% 7.19
ATR 2.35 2.36 0.01 0.2% 0.00
Volume 49,022 46,363 -2,659 -5.4% 220,712
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 65.70 64.51 60.48
R3 63.75 62.56 59.95
R2 61.80 61.80 59.77
R1 60.61 60.61 59.59 60.23
PP 59.85 59.85 59.85 59.67
S1 58.66 58.66 59.23 58.28
S2 57.90 57.90 59.05
S3 55.95 56.71 58.87
S4 54.00 54.76 58.34
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 83.17 78.48 63.36
R3 75.98 71.29 61.39
R2 68.79 68.79 60.73
R1 64.10 64.10 60.07 62.85
PP 61.60 61.60 61.60 60.98
S1 56.91 56.91 58.75 55.66
S2 54.41 54.41 58.09
S3 47.22 49.72 57.43
S4 40.03 42.53 55.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.29 59.10 7.19 12.1% 2.29 3.8% 4% False True 44,142
10 70.25 59.10 11.15 18.8% 2.40 4.0% 3% False True 43,298
20 77.70 59.10 18.60 31.3% 2.38 4.0% 2% False True 38,553
40 81.92 59.10 22.82 38.4% 2.06 3.5% 1% False True 35,957
60 90.62 59.10 31.52 53.1% 2.00 3.4% 1% False True 34,797
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.34
2.618 66.16
1.618 64.21
1.000 63.00
0.618 62.26
HIGH 61.05
0.618 60.31
0.500 60.08
0.382 59.84
LOW 59.10
0.618 57.89
1.000 57.15
1.618 55.94
2.618 53.99
4.250 50.81
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 60.08 61.72
PP 59.85 60.95
S1 59.63 60.18

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

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