NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	61.12	58.54	-2.58	-4.2%	66.37
High	61.35	60.51	-0.84	-1.4%	66.37
Low	59.41	57.46	-1.95	-3.3%	59.41
Close	59.66	58.16	-1.50	-2.5%	59.66
Range	1.94	3.05	1.11	57.2%	6.96
ATR	2.19	2.26	0.06	2.8%	0.00
Volume	7,480	8,576	1,096	14.7%	42,218

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	67.86	66.06	59.84
R3	64.81	63.01	59.00
R2	61.76	61.76	58.72
R1	59.96	59.96	58.44	59.34
PP	58.71	58.71	58.71	58.40
S1	56.91	56.91	57.88	56.29
S2	55.66	55.66	57.60
S3	52.61	53.86	57.32
S4	49.56	50.81	56.48

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	65.00	57.46	7.54	13.0%	2.24	3.8%	9%	False	True	8,805
10	69.85	57.46	12.39	21.3%	1.99	3.4%	6%	False	True	7,205
20	77.60	57.46	20.14	34.6%	2.20	3.8%	3%	False	True	6,233
40	81.61	57.46	24.15	41.5%	1.87	3.2%	3%	False	True	4,825

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	0.33
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	73.47
2.618	68.49
1.618	65.44
1.000	63.56
0.618	62.39
HIGH	60.51
0.618	59.34
0.500	58.99
0.382	58.63
LOW	57.46
0.618	55.58
1.000	54.41
1.618	52.53
2.618	49.48
4.250	44.50

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	58.99	60.26
PP	58.71	59.56
S1	58.44	58.86

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