NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 54.20 53.05 -1.15 -2.1% 55.45
High 55.51 53.12 -2.39 -4.3% 56.12
Low 52.46 50.16 -2.30 -4.4% 52.46
Close 53.11 50.52 -2.59 -4.9% 53.11
Range 3.05 2.96 -0.09 -3.0% 3.66
ATR 2.70 2.72 0.02 0.7% 0.00
Volume 51,086 66,396 15,310 30.0% 175,851
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 60.15 58.29 52.15
R3 57.19 55.33 51.33
R2 54.23 54.23 51.06
R1 52.37 52.37 50.79 51.82
PP 51.27 51.27 51.27 50.99
S1 49.41 49.41 50.25 48.86
S2 48.31 48.31 49.98
S3 45.35 46.45 49.71
S4 42.39 43.49 48.89
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.88 62.65 55.12
R3 61.22 58.99 54.12
R2 57.56 57.56 53.78
R1 55.33 55.33 53.45 54.62
PP 53.90 53.90 53.90 53.54
S1 51.67 51.67 52.77 50.96
S2 50.24 50.24 52.44
S3 46.58 48.01 52.10
S4 42.92 44.35 51.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.12 50.16 5.96 11.8% 2.39 4.7% 6% False True 48,449
10 58.88 50.16 8.72 17.3% 2.59 5.1% 4% False True 54,334
20 67.07 50.16 16.91 33.5% 2.80 5.5% 2% False True 58,948
40 79.65 50.16 29.49 58.4% 2.60 5.2% 1% False True 50,283
60 86.05 50.16 35.89 71.0% 2.47 4.9% 1% False True 45,265
80 92.32 50.16 42.16 83.5% 2.25 4.5% 1% False True 40,970
100 95.10 50.16 44.94 89.0% 2.03 4.0% 1% False True 35,212
120 98.02 50.16 47.86 94.7% 1.84 3.6% 1% False True 31,110
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 65.70
2.618 60.87
1.618 57.91
1.000 56.08
0.618 54.95
HIGH 53.12
0.618 51.99
0.500 51.64
0.382 51.29
LOW 50.16
0.618 48.33
1.000 47.20
1.618 45.37
2.618 42.41
4.250 37.58
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 51.64 52.84
PP 51.27 52.06
S1 50.89 51.29

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

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