NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 50.45 51.22 0.77 1.5% 54.22
High 51.30 51.32 0.02 0.0% 54.30
Low 49.69 49.25 -0.44 -0.9% 48.88
Close 50.75 50.54 -0.21 -0.4% 50.54
Range 1.61 2.07 0.46 28.6% 5.42
ATR 2.45 2.42 -0.03 -1.1% 0.00
Volume 29,138 36,609 7,471 25.6% 153,370
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.58 55.63 51.68
R3 54.51 53.56 51.11
R2 52.44 52.44 50.92
R1 51.49 51.49 50.73 50.93
PP 50.37 50.37 50.37 50.09
S1 49.42 49.42 50.35 48.86
S2 48.30 48.30 50.16
S3 46.23 47.35 49.97
S4 44.16 45.28 49.40
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.50 64.44 53.52
R3 62.08 59.02 52.03
R2 56.66 56.66 51.53
R1 53.60 53.60 51.04 52.42
PP 51.24 51.24 51.24 50.65
S1 48.18 48.18 50.04 47.00
S2 45.82 45.82 49.55
S3 40.40 42.76 49.05
S4 34.98 37.34 47.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.30 48.88 5.42 10.7% 2.25 4.5% 31% False False 30,674
10 57.80 48.88 8.92 17.6% 2.15 4.3% 19% False False 21,807
20 62.67 48.88 13.79 27.3% 2.62 5.2% 12% False False 22,326
40 77.82 48.88 28.94 57.3% 2.43 4.8% 6% False False 18,016
60 82.02 48.88 33.14 65.6% 2.18 4.3% 5% False False 14,711
80 91.81 48.88 42.93 84.9% 2.01 4.0% 4% False False 12,533
100 93.40 48.88 44.52 88.1% 1.80 3.6% 4% False False 10,599
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.12
2.618 56.74
1.618 54.67
1.000 53.39
0.618 52.60
HIGH 51.32
0.618 50.53
0.500 50.29
0.382 50.04
LOW 49.25
0.618 47.97
1.000 47.18
1.618 45.90
2.618 43.83
4.250 40.45
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 50.46 50.39
PP 50.37 50.25
S1 50.29 50.10

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

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