NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 54.22 51.95 -2.27 -4.2% 56.37
High 54.30 52.18 -2.12 -3.9% 57.00
Low 51.60 49.54 -2.06 -4.0% 53.65
Close 51.95 49.97 -1.98 -3.8% 54.42
Range 2.70 2.64 -0.06 -2.2% 3.35
ATR 2.53 2.54 0.01 0.3% 0.00
Volume 15,593 26,794 11,201 71.8% 55,331
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 58.48 56.87 51.42
R3 55.84 54.23 50.70
R2 53.20 53.20 50.45
R1 51.59 51.59 50.21 51.08
PP 50.56 50.56 50.56 50.31
S1 48.95 48.95 49.73 48.44
S2 47.92 47.92 49.49
S3 45.28 46.31 49.24
S4 42.64 43.67 48.52
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 56.46 49.54 6.92 13.8% 2.23 4.5% 6% False True 17,958
10 59.61 49.54 10.07 20.2% 2.30 4.6% 4% False True 15,627
20 66.09 49.54 16.55 33.1% 2.66 5.3% 3% False True 19,863
40 79.76 49.54 30.22 60.5% 2.41 4.8% 1% False True 15,851
60 83.92 49.54 34.38 68.8% 2.20 4.4% 1% False True 13,210
80 91.81 49.54 42.27 84.6% 1.97 3.9% 1% False True 11,294
100 94.02 49.54 44.48 89.0% 1.77 3.5% 1% False True 9,546
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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.40
2.618 59.09
1.618 56.45
1.000 54.82
0.618 53.81
HIGH 52.18
0.618 51.17
0.500 50.86
0.382 50.55
LOW 49.54
0.618 47.91
1.000 46.90
1.618 45.27
2.618 42.63
4.250 38.32
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 50.86 53.00
PP 50.56 51.99
S1 50.27 50.98

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

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