NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 50.00 48.00 -2.00 -4.0% 55.05
High 50.37 49.31 -1.06 -2.1% 55.74
Low 47.55 46.83 -0.72 -1.5% 52.03
Close 47.93 48.65 0.72 1.5% 52.69
Range 2.82 2.48 -0.34 -12.1% 3.71
ATR 2.77 2.75 -0.02 -0.8% 0.00
Volume 451,642 460,083 8,441 1.9% 962,159
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.70 54.66 50.01
R3 53.22 52.18 49.33
R2 50.74 50.74 49.10
R1 49.70 49.70 48.88 50.22
PP 48.26 48.26 48.26 48.53
S1 47.22 47.22 48.42 47.74
S2 45.78 45.78 48.20
S3 43.30 44.74 47.97
S4 40.82 42.26 47.29
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.62 62.36 54.73
R3 60.91 58.65 53.71
R2 57.20 57.20 53.37
R1 54.94 54.94 53.03 54.22
PP 53.49 53.49 53.49 53.12
S1 51.23 51.23 52.35 50.51
S2 49.78 49.78 52.01
S3 46.07 47.52 51.67
S4 42.36 43.81 50.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.11 46.83 8.28 17.0% 2.60 5.3% 22% False True 357,946
10 57.56 46.83 10.73 22.1% 2.41 5.0% 17% False True 282,584
20 64.35 46.83 17.52 36.0% 2.89 5.9% 10% False True 266,317
40 79.69 46.83 32.86 67.5% 2.70 5.5% 6% False True 159,022
60 84.34 46.83 37.51 77.1% 2.51 5.1% 5% False True 116,618
80 92.63 46.83 45.80 94.1% 2.34 4.8% 4% False True 92,592
100 93.90 46.83 47.07 96.8% 2.11 4.3% 4% False True 76,392
120 98.68 46.83 51.85 106.6% 1.94 4.0% 4% False True 64,738
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.85
2.618 55.80
1.618 53.32
1.000 51.79
0.618 50.84
HIGH 49.31
0.618 48.36
0.500 48.07
0.382 47.78
LOW 46.83
0.618 45.30
1.000 44.35
1.618 42.82
2.618 40.34
4.250 36.29
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 48.46 49.78
PP 48.26 49.40
S1 48.07 49.03

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

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