NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 56.59 59.05 2.46 4.3% 58.54
High 59.88 59.92 0.04 0.1% 60.51
Low 56.25 57.17 0.92 1.6% 55.93
Close 58.85 57.29 -1.56 -2.7% 58.85
Range 3.63 2.75 -0.88 -24.2% 4.58
ATR 2.64 2.65 0.01 0.3% 0.00
Volume 9,627 6,660 -2,967 -30.8% 54,574
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 66.38 64.58 58.80
R3 63.63 61.83 58.05
R2 60.88 60.88 57.79
R1 59.08 59.08 57.54 58.61
PP 58.13 58.13 58.13 57.89
S1 56.33 56.33 57.04 55.86
S2 55.38 55.38 56.79
S3 52.63 53.58 56.53
S4 49.88 50.83 55.78
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 72.17 70.09 61.37
R3 67.59 65.51 60.11
R2 63.01 63.01 59.69
R1 60.93 60.93 59.27 61.97
PP 58.43 58.43 58.43 58.95
S1 56.35 56.35 58.43 57.39
S2 53.85 53.85 58.01
S3 49.27 51.77 57.59
S4 44.69 47.19 56.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.41 55.93 4.48 7.8% 3.49 6.1% 30% False False 10,531
10 65.00 55.93 9.07 15.8% 2.86 5.0% 15% False False 9,668
20 77.08 55.93 21.15 36.9% 2.68 4.7% 6% False False 7,625
40 81.61 55.93 25.68 44.8% 2.13 3.7% 5% False False 5,712
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.62
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.61
2.618 67.12
1.618 64.37
1.000 62.67
0.618 61.62
HIGH 59.92
0.618 58.87
0.500 58.55
0.382 58.22
LOW 57.17
0.618 55.47
1.000 54.42
1.618 52.72
2.618 49.97
4.250 45.48
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 58.55 58.17
PP 58.13 57.88
S1 57.71 57.58

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

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