NYMEX Light Sweet Crude Oil Future May 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 55.50 54.22 -1.28 -2.3% 56.37
High 56.46 54.30 -2.16 -3.8% 57.00
Low 53.65 51.60 -2.05 -3.8% 53.65
Close 54.42 51.95 -2.47 -4.5% 54.42
Range 2.81 2.70 -0.11 -3.9% 3.35
ATR 2.51 2.53 0.02 0.9% 0.00
Volume 17,252 15,593 -1,659 -9.6% 55,331
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 60.72 59.03 53.44
R3 58.02 56.33 52.69
R2 55.32 55.32 52.45
R1 53.63 53.63 52.20 53.13
PP 52.62 52.62 52.62 52.36
S1 50.93 50.93 51.70 50.43
S2 49.92 49.92 51.46
S3 47.22 48.23 51.21
S4 44.52 45.53 50.47
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 57.00 51.60 5.40 10.4% 2.21 4.3% 6% False True 14,184
10 59.61 51.60 8.01 15.4% 2.42 4.7% 4% False True 15,928
20 67.44 51.60 15.84 30.5% 2.61 5.0% 2% False True 19,260
40 79.76 51.60 28.16 54.2% 2.37 4.6% 1% False True 15,469
60 85.40 51.60 33.80 65.1% 2.20 4.2% 1% False True 12,914
80 91.81 51.60 40.21 77.4% 1.96 3.8% 1% False True 11,019
100 94.48 51.60 42.88 82.5% 1.75 3.4% 1% False True 9,296
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.78
2.618 61.37
1.618 58.67
1.000 57.00
0.618 55.97
HIGH 54.30
0.618 53.27
0.500 52.95
0.382 52.63
LOW 51.60
0.618 49.93
1.000 48.90
1.618 47.23
2.618 44.53
4.250 40.13
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 52.95 54.03
PP 52.62 53.34
S1 52.28 52.64

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

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