NYMEX Light Sweet Crude Oil Future July 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	62.68	61.12	-1.56	-2.5%	66.37
High	63.05	61.35	-1.70	-2.7%	66.37
Low	61.18	59.41	-1.77	-2.9%	59.41
Close	61.78	59.66	-2.12	-3.4%	59.66
Range	1.87	1.94	0.07	3.7%	6.96
ATR	2.18	2.19	0.01	0.6%	0.00
Volume	8,195	7,480	-715	-8.7%	42,218

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	65.96	64.75	60.73
R3	64.02	62.81	60.19
R2	62.08	62.08	60.02
R1	60.87	60.87	59.84	60.51
PP	60.14	60.14	60.14	59.96
S1	58.93	58.93	59.48	58.57
S2	58.20	58.20	59.30
S3	56.26	56.99	59.13
S4	54.32	55.05	58.59

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.69	78.14	63.49
R3	75.73	71.18	61.57
R2	68.77	68.77	60.94
R1	64.22	64.22	60.30	63.02
PP	61.81	61.81	61.81	61.21
S1	57.26	57.26	59.02	56.06
S2	54.85	54.85	58.38
S3	47.89	50.30	57.75
S4	40.93	43.34	55.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	66.37	59.41	6.96	11.7%	2.09	3.5%	4%	False	True	8,443
10	70.20	59.41	10.79	18.1%	2.19	3.7%	2%	False	True	7,012
20	77.60	59.41	18.19	30.5%	2.16	3.6%	1%	False	True	5,968
40	81.61	59.41	22.20	37.2%	1.83	3.1%	1%	False	True	4,754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	69.60
2.618	66.43
1.618	64.49
1.000	63.29
0.618	62.55
HIGH	61.35
0.618	60.61
0.500	60.38
0.382	60.15
LOW	59.41
0.618	58.21
1.000	57.47
1.618	56.27
2.618	54.33
4.250	51.17

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	60.38	61.93
PP	60.14	61.17
S1	59.90	60.42

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols