NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	58.80	58.07	-0.73	-1.2%	59.34
High	59.10	58.42	-0.68	-1.2%	60.55
Low	57.42	56.22	-1.20	-2.1%	57.42
Close	57.66	56.78	-0.88	-1.5%	57.66
Range	1.68	2.20	0.52	31.0%	3.13
ATR	2.33	2.32	-0.01	-0.4%	0.00
Volume	2,008	1,362	-646	-32.2%	16,744

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	63.74	62.46	57.99
R3	61.54	60.26	57.39
R2	59.34	59.34	57.18
R1	58.06	58.06	56.98	57.60
PP	57.14	57.14	57.14	56.91
S1	55.86	55.86	56.58	55.40
S2	54.94	54.94	56.38
S3	52.74	53.66	56.18
S4	50.54	51.46	55.57

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	67.93	65.93	59.38
R3	64.80	62.80	58.52
R2	61.67	61.67	58.23
R1	59.67	59.67	57.95	59.11
PP	58.54	58.54	58.54	58.26
S1	56.54	56.54	57.37	55.98
S2	55.41	55.41	57.09
S3	52.28	53.41	56.80
S4	49.15	50.28	55.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.55	56.22	4.33	7.6%	2.06	3.6%	13%	False	True	3,621
10	60.55	56.22	4.33	7.6%	2.71	4.8%	13%	False	True	4,570
20	70.13	56.22	13.91	24.5%	2.32	4.1%	4%	False	True	4,359

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.75
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	67.77
2.618	64.18
1.618	61.98
1.000	60.62
0.618	59.78
HIGH	58.42
0.618	57.58
0.500	57.32
0.382	57.06
LOW	56.22
0.618	54.86
1.000	54.02
1.618	52.66
2.618	50.46
4.250	46.87

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	57.32	57.70
PP	57.14	57.39
S1	56.96	57.09

Download as Excel Spreadsheet

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

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