NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	58.25	57.55	-0.70	-1.2%	66.00
High	58.90	60.44	1.54	2.6%	66.34
Low	56.39	56.60	0.21	0.4%	59.63
Close	57.98	58.55	0.57	1.0%	59.94
Range	2.51	3.84	1.33	53.0%	6.71
ATR	2.05	2.18	0.13	6.2%	0.00
Volume	5,503	5,453	-50	-0.9%	23,084

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	70.05	68.14	60.66
R3	66.21	64.30	59.61
R2	62.37	62.37	59.25
R1	60.46	60.46	58.90	61.42
PP	58.53	58.53	58.53	59.01
S1	56.62	56.62	58.20	57.58
S2	54.69	54.69	57.85
S3	50.85	52.78	57.49
S4	47.01	48.94	56.44

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.10	77.73	63.63
R3	75.39	71.02	61.79
R2	68.68	68.68	61.17
R1	64.31	64.31	60.56	63.14
PP	61.97	61.97	61.97	61.39
S1	57.60	57.60	59.32	56.43
S2	55.26	55.26	58.71
S3	48.55	50.89	58.09
S4	41.84	44.18	56.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.27	56.39	6.88	11.8%	2.58	4.4%	31%	False	False	4,850
10	69.11	56.39	12.72	21.7%	2.15	3.7%	17%	False	False	4,434
20	76.90	56.39	20.51	35.0%	2.10	3.6%	11%	False	False	4,013

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	0.32
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	76.76
2.618	70.49
1.618	66.65
1.000	64.28
0.618	62.81
HIGH	60.44
0.618	58.97
0.500	58.52
0.382	58.07
LOW	56.60
0.618	54.23
1.000	52.76
1.618	50.39
2.618	46.55
4.250	40.28

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	58.54	58.51
PP	58.53	58.46
S1	58.52	58.42

Download as Excel Spreadsheet

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

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