NYMEX Light Sweet Crude Oil Future June 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 56.18 55.00 -1.18 -2.1% 56.84
High 57.47 55.02 -2.45 -4.3% 57.55
Low 54.28 52.36 -1.92 -3.5% 54.28
Close 55.15 52.73 -2.42 -4.4% 55.15
Range 3.19 2.66 -0.53 -16.6% 3.27
ATR 2.57 2.59 0.02 0.6% 0.00
Volume 29,613 28,953 -660 -2.2% 94,217
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 61.35 59.70 54.19
R3 58.69 57.04 53.46
R2 56.03 56.03 53.22
R1 54.38 54.38 52.97 53.88
PP 53.37 53.37 53.37 53.12
S1 51.72 51.72 52.49 51.22
S2 50.71 50.71 52.24
S3 48.05 49.06 52.00
S4 45.39 46.40 51.27
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.47 63.58 56.95
R3 62.20 60.31 56.05
R2 58.93 58.93 55.75
R1 57.04 57.04 55.45 56.35
PP 55.66 55.66 55.66 55.32
S1 53.77 53.77 54.85 53.08
S2 52.39 52.39 54.55
S3 49.12 50.50 54.25
S4 45.85 47.23 53.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.55 52.36 5.19 9.8% 2.31 4.4% 7% False True 24,634
10 59.98 52.36 7.62 14.5% 2.48 4.7% 5% False True 31,988
20 67.62 52.36 15.26 28.9% 2.65 5.0% 2% False True 40,814
40 79.86 52.36 27.50 52.2% 2.45 4.6% 1% False True 38,520
60 85.49 52.36 33.13 62.8% 2.33 4.4% 1% False True 37,374
80 91.94 52.36 39.58 75.1% 2.10 4.0% 1% False True 34,747
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.33
2.618 61.98
1.618 59.32
1.000 57.68
0.618 56.66
HIGH 55.02
0.618 54.00
0.500 53.69
0.382 53.38
LOW 52.36
0.618 50.72
1.000 49.70
1.618 48.06
2.618 45.40
4.250 41.06
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 53.69 54.92
PP 53.37 54.19
S1 53.05 53.46

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

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