NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 55.33 55.50 0.17 0.3% 56.37
High 55.69 56.46 0.77 1.4% 57.00
Low 54.09 53.65 -0.44 -0.8% 53.65
Close 54.96 54.42 -0.54 -1.0% 54.42
Range 1.60 2.81 1.21 75.6% 3.35
ATR 2.48 2.51 0.02 0.9% 0.00
Volume 14,396 17,252 2,856 19.8% 55,331
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 63.27 61.66 55.97
R3 60.46 58.85 55.19
R2 57.65 57.65 54.94
R1 56.04 56.04 54.68 55.44
PP 54.84 54.84 54.84 54.55
S1 53.23 53.23 54.16 52.63
S2 52.03 52.03 53.90
S3 49.22 50.42 53.65
S4 46.41 47.61 52.87
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.07 63.10 56.26
R3 61.72 59.75 55.34
R2 58.37 58.37 55.03
R1 56.40 56.40 54.73 55.71
PP 55.02 55.02 55.02 54.68
S1 53.05 53.05 54.11 52.36
S2 51.67 51.67 53.81
S3 48.32 49.70 53.50
S4 44.97 46.35 52.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.80 53.65 4.15 7.6% 2.05 3.8% 19% False True 12,941
10 59.90 53.65 6.25 11.5% 2.61 4.8% 12% False True 16,973
20 68.67 53.65 15.02 27.6% 2.57 4.7% 5% False True 19,087
40 79.76 53.65 26.11 48.0% 2.36 4.3% 3% False True 15,422
60 85.91 53.65 32.26 59.3% 2.18 4.0% 2% False True 12,809
80 91.81 53.65 38.16 70.1% 1.95 3.6% 2% False True 10,867
100 94.48 53.65 40.83 75.0% 1.73 3.2% 2% False True 9,158
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.40
2.618 63.82
1.618 61.01
1.000 59.27
0.618 58.20
HIGH 56.46
0.618 55.39
0.500 55.06
0.382 54.72
LOW 53.65
0.618 51.91
1.000 50.84
1.618 49.10
2.618 46.29
4.250 41.71
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 55.06 55.06
PP 54.84 54.84
S1 54.63 54.63

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

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