NYMEX Light Sweet Crude Oil Future June 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 57.72 57.06 -0.66 -1.1% 66.29
High 58.65 60.31 1.66 2.8% 66.29
Low 55.57 56.03 0.46 0.8% 59.10
Close 57.44 58.04 0.60 1.0% 59.41
Range 3.08 4.28 1.20 39.0% 7.19
ATR 2.47 2.60 0.13 5.2% 0.00
Volume 54,753 77,787 23,034 42.1% 220,712
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.97 68.78 60.39
R3 66.69 64.50 59.22
R2 62.41 62.41 58.82
R1 60.22 60.22 58.43 61.32
PP 58.13 58.13 58.13 58.67
S1 55.94 55.94 57.65 57.04
S2 53.85 53.85 57.26
S3 49.57 51.66 56.86
S4 45.29 47.38 55.69
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 62.96 55.57 7.39 12.7% 2.97 5.1% 33% False False 55,351
10 68.95 55.57 13.38 23.1% 2.57 4.4% 18% False False 46,993
20 77.70 55.57 22.13 38.1% 2.60 4.5% 11% False False 42,419
40 81.92 55.57 26.35 45.4% 2.19 3.8% 9% False False 37,845
60 90.62 55.57 35.05 60.4% 2.13 3.7% 7% False False 37,008
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 0.55
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 78.50
2.618 71.52
1.618 67.24
1.000 64.59
0.618 62.96
HIGH 60.31
0.618 58.68
0.500 58.17
0.382 57.66
LOW 56.03
0.618 53.38
1.000 51.75
1.618 49.10
2.618 44.82
4.250 37.84
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 58.17 58.01
PP 58.13 57.98
S1 58.08 57.95

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

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