NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	56.68	56.97	0.29	0.5%	59.34
High	57.33	57.51	0.18	0.3%	60.55
Low	56.07	55.73	-0.34	-0.6%	57.42
Close	57.31	56.87	-0.44	-0.8%	57.66
Range	1.26	1.78	0.52	41.3%	3.13
ATR	2.25	2.21	-0.03	-1.5%	0.00
Volume	3,840	2,867	-973	-25.3%	16,744

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	62.04	61.24	57.85
R3	60.26	59.46	57.36
R2	58.48	58.48	57.20
R1	57.68	57.68	57.03	57.19
PP	56.70	56.70	56.70	56.46
S1	55.90	55.90	56.71	55.41
S2	54.92	54.92	56.54
S3	53.14	54.12	56.38
S4	51.36	52.34	55.89

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	59.17	55.73	3.44	6.0%	1.65	2.9%	33%	False	True	2,707
10	60.55	55.73	4.82	8.5%	2.49	4.4%	24%	False	True	4,175
20	69.14	55.73	13.41	23.6%	2.19	3.9%	9%	False	True	4,208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	65.08
2.618	62.17
1.618	60.39
1.000	59.29
0.618	58.61
HIGH	57.51
0.618	56.83
0.500	56.62
0.382	56.41
LOW	55.73
0.618	54.63
1.000	53.95
1.618	52.85
2.618	51.07
4.250	48.17

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	56.79	57.08
PP	56.70	57.01
S1	56.62	56.94

Download as Excel Spreadsheet

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

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