NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	57.56	60.19	2.63	4.6%	60.97
High	60.51	60.93	0.42	0.7%	60.98
Low	57.22	58.08	0.86	1.5%	56.66
Close	59.54	58.21	-1.33	-2.2%	59.54
Range	3.29	2.85	-0.44	-13.4%	4.32
ATR
Volume	15,315	7,064	-8,251	-53.9%	62,532

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	67.62	65.77	59.78
R3	64.77	62.92	58.99
R2	61.92	61.92	58.73
R1	60.07	60.07	58.47	59.57
PP	59.07	59.07	59.07	58.83
S1	57.22	57.22	57.95	56.72
S2	56.22	56.22	57.69
S3	53.37	54.37	57.43
S4	50.52	51.52	56.64

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	72.02	70.10	61.92
R3	67.70	65.78	60.73
R2	63.38	63.38	60.33
R1	61.46	61.46	59.94	60.26
PP	59.06	59.06	59.06	58.46
S1	57.14	57.14	59.14	55.94
S2	54.74	54.74	58.75
S3	50.42	52.82	58.35
S4	46.10	48.50	57.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.97	56.66	4.31	7.4%	3.32	5.7%	36%	False	False	11,379
10	65.37	56.66	8.71	15.0%	2.67	4.6%	18%	False	False	10,664

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.58
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	73.04
2.618	68.39
1.618	65.54
1.000	63.78
0.618	62.69
HIGH	60.93
0.618	59.84
0.500	59.51
0.382	59.17
LOW	58.08
0.618	56.32
1.000	55.23
1.618	53.47
2.618	50.62
4.250	45.97

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	59.51	58.82
PP	59.07	58.61
S1	58.64	58.41

Download as Excel Spreadsheet

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

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