NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 49.83 50.45 0.62 1.2% 56.37
High 51.12 51.30 0.18 0.4% 57.00
Low 48.88 49.69 0.81 1.7% 53.65
Close 50.48 50.75 0.27 0.5% 54.42
Range 2.24 1.61 -0.63 -28.1% 3.35
ATR 2.52 2.45 -0.06 -2.6% 0.00
Volume 45,236 29,138 -16,098 -35.6% 55,331
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.41 54.69 51.64
R3 53.80 53.08 51.19
R2 52.19 52.19 51.05
R1 51.47 51.47 50.90 51.83
PP 50.58 50.58 50.58 50.76
S1 49.86 49.86 50.60 50.22
S2 48.97 48.97 50.45
S3 47.36 48.25 50.31
S4 45.75 46.64 49.86
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 14.9% 2.40 4.7% 25% False False 26,802
10 58.30 48.88 9.42 18.6% 2.14 4.2% 20% False False 19,453
20 64.06 48.88 15.18 29.9% 2.64 5.2% 12% False False 21,369
40 78.08 48.88 29.20 57.5% 2.41 4.7% 6% False False 17,327
60 83.21 48.88 34.33 67.6% 2.21 4.4% 5% False False 14,236
80 91.81 48.88 42.93 84.6% 2.00 3.9% 4% False False 12,105
100 93.40 48.88 44.52 87.7% 1.78 3.5% 4% False False 10,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.55
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 58.14
2.618 55.51
1.618 53.90
1.000 52.91
0.618 52.29
HIGH 51.30
0.618 50.68
0.500 50.50
0.382 50.31
LOW 49.69
0.618 48.70
1.000 48.08
1.618 47.09
2.618 45.48
4.250 42.85
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 50.67 50.68
PP 50.58 50.60
S1 50.50 50.53

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

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