NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 57.60 58.64 1.04 1.8% 58.54
High 59.25 58.82 -0.43 -0.7% 60.51
Low 57.20 57.25 0.05 0.1% 55.93
Close 59.04 58.04 -1.00 -1.7% 58.85
Range 2.05 1.57 -0.48 -23.4% 4.58
ATR 2.61 2.55 -0.06 -2.2% 0.00
Volume 9,825 5,573 -4,252 -43.3% 54,574
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 62.75 61.96 58.90
R3 61.18 60.39 58.47
R2 59.61 59.61 58.33
R1 58.82 58.82 58.18 58.43
PP 58.04 58.04 58.04 57.84
S1 57.25 57.25 57.90 56.86
S2 56.47 56.47 57.75
S3 54.90 55.68 57.61
S4 53.33 54.11 57.18
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 7.7% 2.90 5.0% 47% False False 8,496
10 63.05 55.93 7.12 12.3% 2.79 4.8% 30% False False 9,230
20 74.90 55.93 18.97 32.7% 2.69 4.6% 11% False False 7,866
40 81.61 55.93 25.68 44.2% 2.16 3.7% 8% False False 5,975
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 65.49
2.618 62.93
1.618 61.36
1.000 60.39
0.618 59.79
HIGH 58.82
0.618 58.22
0.500 58.04
0.382 57.85
LOW 57.25
0.618 56.28
1.000 55.68
1.618 54.71
2.618 53.14
4.250 50.58
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 58.04 58.55
PP 58.04 58.38
S1 58.04 58.21

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

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