NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 48.92 48.19 -0.73 -1.5% 52.61
High 49.61 48.19 -1.42 -2.9% 52.73
Low 47.16 45.62 -1.54 -3.3% 46.83
Close 48.36 46.07 -2.29 -4.7% 48.36
Range 2.45 2.57 0.12 4.9% 5.90
ATR 2.68 2.68 0.00 0.2% 0.00
Volume 421,007 394,946 -26,061 -6.2% 2,070,595
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 54.34 52.77 47.48
R3 51.77 50.20 46.78
R2 49.20 49.20 46.54
R1 47.63 47.63 46.31 47.13
PP 46.63 46.63 46.63 46.38
S1 45.06 45.06 45.83 44.56
S2 44.06 44.06 45.60
S3 41.49 42.49 45.36
S4 38.92 39.92 44.66
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.01 63.58 51.61
R3 61.11 57.68 49.98
R2 55.21 55.21 49.44
R1 51.78 51.78 48.90 50.55
PP 49.31 49.31 49.31 48.69
S1 45.88 45.88 47.82 44.65
S2 43.41 43.41 47.28
S3 37.51 39.98 46.74
S4 31.61 34.08 45.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.37 45.62 4.75 10.3% 2.45 5.3% 9% False True 417,951
10 55.74 45.62 10.12 22.0% 2.44 5.3% 4% False True 342,770
20 59.79 45.62 14.17 30.8% 2.86 6.2% 3% False True 305,399
40 77.81 45.62 32.19 69.9% 2.74 5.9% 1% False True 185,488
60 82.97 45.62 37.35 81.1% 2.49 5.4% 1% False True 134,774
80 92.47 45.62 46.85 101.7% 2.36 5.1% 1% False True 106,783
100 93.83 45.62 48.21 104.6% 2.15 4.7% 1% False True 87,980
120 98.68 45.62 53.06 115.2% 1.97 4.3% 1% False True 74,344
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 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.11
2.618 54.92
1.618 52.35
1.000 50.76
0.618 49.78
HIGH 48.19
0.618 47.21
0.500 46.91
0.382 46.60
LOW 45.62
0.618 44.03
1.000 43.05
1.618 41.46
2.618 38.89
4.250 34.70
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 46.91 47.64
PP 46.63 47.11
S1 46.35 46.59

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

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