NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 51.95 49.83 -2.12 -4.1% 56.37
High 52.18 51.12 -1.06 -2.0% 57.00
Low 49.54 48.88 -0.66 -1.3% 53.65
Close 49.97 50.48 0.51 1.0% 54.42
Range 2.64 2.24 -0.40 -15.2% 3.35
ATR 2.54 2.52 -0.02 -0.8% 0.00
Volume 26,794 45,236 18,442 68.8% 55,331
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.88 55.92 51.71
R3 54.64 53.68 51.10
R2 52.40 52.40 50.89
R1 51.44 51.44 50.69 51.92
PP 50.16 50.16 50.16 50.40
S1 49.20 49.20 50.27 49.68
S2 47.92 47.92 50.07
S3 45.68 46.96 49.86
S4 43.44 44.72 49.25
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 48.88 7.58 15.0% 2.40 4.8% 21% False True 23,854
10 58.66 48.88 9.78 19.4% 2.20 4.4% 16% False True 18,406
20 64.72 48.88 15.84 31.4% 2.65 5.3% 10% False True 21,289
40 79.76 48.88 30.88 61.2% 2.43 4.8% 5% False True 16,853
60 83.71 48.88 34.83 69.0% 2.20 4.4% 5% False True 13,847
80 91.81 48.88 42.93 85.0% 1.99 3.9% 4% False True 11,783
100 93.40 48.88 44.52 88.2% 1.77 3.5% 4% False True 9,982
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 60.64
2.618 56.98
1.618 54.74
1.000 53.36
0.618 52.50
HIGH 51.12
0.618 50.26
0.500 50.00
0.382 49.74
LOW 48.88
0.618 47.50
1.000 46.64
1.618 45.26
2.618 43.02
4.250 39.36
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 50.32 51.59
PP 50.16 51.22
S1 50.00 50.85

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

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