NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	58.36	56.56	-1.80	-3.1%	58.64
High	60.49	60.13	-0.36	-0.6%	60.49
Low	56.35	56.56	0.21	0.4%	56.35
Close	56.35	59.16	2.81	5.0%	59.16
Range	4.14	3.57	-0.57	-13.8%	4.14
ATR	2.32	2.43	0.10	4.5%	0.00
Volume	5,667	5,822	155	2.7%	27,594

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	69.33	67.81	61.12
R3	65.76	64.24	60.14
R2	62.19	62.19	59.81
R1	60.67	60.67	59.49	61.43
PP	58.62	58.62	58.62	59.00
S1	57.10	57.10	58.83	57.86
S2	55.05	55.05	58.51
S3	51.48	53.53	58.18
S4	47.91	49.96	57.20

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	71.09	69.26	61.44
R3	66.95	65.12	60.30
R2	62.81	62.81	59.92
R1	60.98	60.98	59.54	61.90
PP	58.67	58.67	58.67	59.12
S1	56.84	56.84	58.78	57.76
S2	54.53	54.53	58.40
S3	50.39	52.70	58.02
S4	46.25	48.56	56.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.49	56.35	4.14	7.0%	3.35	5.7%	68%	False	False	5,518
10	66.34	56.35	9.99	16.9%	2.62	4.4%	28%	False	False	5,067
20	76.90	56.35	20.55	34.7%	2.37	4.0%	14%	False	False	4,224

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	75.30
2.618	69.48
1.618	65.91
1.000	63.70
0.618	62.34
HIGH	60.13
0.618	58.77
0.500	58.35
0.382	57.92
LOW	56.56
0.618	54.35
1.000	52.99
1.618	50.78
2.618	47.21
4.250	41.39

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	58.89	58.91
PP	58.62	58.67
S1	58.35	58.42

Download as Excel Spreadsheet

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

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