NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 55.78 55.91 0.13 0.2% 59.05
High 56.35 56.37 0.02 0.0% 59.98
Low 54.84 54.67 -0.17 -0.3% 56.37
Close 56.27 55.65 -0.62 -1.1% 56.65
Range 1.51 1.70 0.19 12.6% 3.61
ATR 2.59 2.53 -0.06 -2.5% 0.00
Volume 28,343 23,284 -5,059 -17.8% 133,383
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 60.66 59.86 56.59
R3 58.96 58.16 56.12
R2 57.26 57.26 55.96
R1 56.46 56.46 55.81 56.01
PP 55.56 55.56 55.56 55.34
S1 54.76 54.76 55.49 54.31
S2 53.86 53.86 55.34
S3 52.16 53.06 55.18
S4 50.46 51.36 54.72
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 68.50 66.18 58.64
R3 64.89 62.57 57.64
R2 61.28 61.28 57.31
R1 58.96 58.96 56.98 58.32
PP 57.67 57.67 57.67 57.34
S1 55.35 55.35 56.32 54.71
S2 54.06 54.06 55.99
S3 50.45 51.74 55.66
S4 46.84 48.13 54.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.73 54.67 4.06 7.3% 1.90 3.4% 24% False True 24,174
10 60.31 54.67 5.64 10.1% 2.78 5.0% 17% False True 40,147
20 69.00 54.67 14.33 25.8% 2.53 4.5% 7% False True 41,469
40 79.86 54.67 25.19 45.3% 2.41 4.3% 4% False True 39,363
60 86.60 54.67 31.93 57.4% 2.28 4.1% 3% False True 37,486
80 91.94 54.67 37.27 67.0% 2.06 3.7% 3% False True 34,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.60
2.618 60.82
1.618 59.12
1.000 58.07
0.618 57.42
HIGH 56.37
0.618 55.72
0.500 55.52
0.382 55.32
LOW 54.67
0.618 53.62
1.000 52.97
1.618 51.92
2.618 50.22
4.250 47.45
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 55.61 56.11
PP 55.56 55.96
S1 55.52 55.80

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

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