NYMEX Light Sweet Crude Oil Future March 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 49.43 48.88 -0.55 -1.1% 53.05
High 50.07 48.88 -1.19 -2.4% 53.12
Low 47.72 46.24 -1.48 -3.1% 47.35
Close 48.99 46.76 -2.23 -4.6% 48.99
Range 2.35 2.64 0.29 12.3% 5.77
ATR 2.62 2.63 0.01 0.4% 0.00
Volume 175,892 219,590 43,698 24.8% 698,379
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.21 53.63 48.21
R3 52.57 50.99 47.49
R2 49.93 49.93 47.24
R1 48.35 48.35 47.00 47.82
PP 47.29 47.29 47.29 47.03
S1 45.71 45.71 46.52 45.18
S2 44.65 44.65 46.28
S3 42.01 43.07 46.03
S4 39.37 40.43 45.31
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.13 63.83 52.16
R3 61.36 58.06 50.58
R2 55.59 55.59 50.05
R1 52.29 52.29 49.52 51.06
PP 49.82 49.82 49.82 49.20
S1 46.52 46.52 48.46 45.29
S2 44.05 44.05 47.93
S3 38.28 40.75 47.40
S4 32.51 34.98 45.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.84 46.24 4.60 9.8% 2.40 5.1% 11% False True 170,314
10 56.12 46.24 9.88 21.1% 2.40 5.1% 5% False True 109,382
20 60.10 46.24 13.86 29.6% 2.81 6.0% 4% False True 88,789
40 77.79 46.24 31.55 67.5% 2.69 5.8% 2% False True 66,607
60 82.58 46.24 36.34 77.7% 2.44 5.2% 1% False True 56,037
80 91.92 46.24 45.68 97.7% 2.30 4.9% 1% False True 50,185
100 93.80 46.24 47.56 101.7% 2.08 4.4% 1% False True 43,222
120 98.01 46.24 51.77 110.7% 1.90 4.1% 1% False True 37,699
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 0.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.10
2.618 55.79
1.618 53.15
1.000 51.52
0.618 50.51
HIGH 48.88
0.618 47.87
0.500 47.56
0.382 47.25
LOW 46.24
0.618 44.61
1.000 43.60
1.618 41.97
2.618 39.33
4.250 35.02
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 47.56 48.16
PP 47.29 47.69
S1 47.03 47.23

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

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