NYMEX Light Sweet Crude Oil Future June 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 57.06 57.70 0.64 1.1% 66.29
High 60.31 60.23 -0.08 -0.1% 66.29
Low 56.03 55.65 -0.38 -0.7% 59.10
Close 58.04 55.75 -2.29 -3.9% 59.41
Range 4.28 4.58 0.30 7.0% 7.19
ATR 2.60 2.74 0.14 5.4% 0.00
Volume 77,787 62,374 -15,413 -19.8% 220,712
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 70.95 67.93 58.27
R3 66.37 63.35 57.01
R2 61.79 61.79 56.59
R1 58.77 58.77 56.17 57.99
PP 57.21 57.21 57.21 56.82
S1 54.19 54.19 55.33 53.41
S2 52.63 52.63 54.91
S3 48.05 49.61 54.49
S4 43.47 45.03 53.23
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 61.05 55.57 5.48 9.8% 3.44 6.2% 3% False False 58,021
10 67.62 55.57 12.05 21.6% 2.83 5.1% 1% False False 49,641
20 77.70 55.57 22.13 39.7% 2.77 5.0% 1% False False 44,096
40 81.92 55.57 26.35 47.3% 2.26 4.0% 1% False False 38,703
60 90.62 55.57 35.05 62.9% 2.18 3.9% 1% False False 37,734
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 79.70
2.618 72.22
1.618 67.64
1.000 64.81
0.618 63.06
HIGH 60.23
0.618 58.48
0.500 57.94
0.382 57.40
LOW 55.65
0.618 52.82
1.000 51.07
1.618 48.24
2.618 43.66
4.250 36.19
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 57.94 57.94
PP 57.21 57.21
S1 56.48 56.48

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

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