NYMEX Light Sweet Crude Oil Future June 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 55.00 52.65 -2.35 -4.3% 56.84
High 55.02 53.04 -1.98 -3.6% 57.55
Low 52.36 50.34 -2.02 -3.9% 54.28
Close 52.73 50.78 -1.95 -3.7% 55.15
Range 2.66 2.70 0.04 1.5% 3.27
ATR 2.59 2.60 0.01 0.3% 0.00
Volume 28,953 43,109 14,156 48.9% 94,217
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.49 57.83 52.27
R3 56.79 55.13 51.52
R2 54.09 54.09 51.28
R1 52.43 52.43 51.03 51.91
PP 51.39 51.39 51.39 51.13
S1 49.73 49.73 50.53 49.21
S2 48.69 48.69 50.29
S3 45.99 47.03 50.04
S4 43.29 44.33 49.30
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 57.47 50.34 7.13 14.0% 2.35 4.6% 6% False True 30,660
10 59.98 50.34 9.64 19.0% 2.36 4.6% 5% False True 29,966
20 66.29 50.34 15.95 31.4% 2.71 5.3% 3% False True 41,372
40 79.86 50.34 29.52 58.1% 2.48 4.9% 1% False True 38,434
60 84.00 50.34 33.66 66.3% 2.33 4.6% 1% False True 37,382
80 91.94 50.34 41.60 81.9% 2.11 4.2% 1% False True 34,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.52
2.618 60.11
1.618 57.41
1.000 55.74
0.618 54.71
HIGH 53.04
0.618 52.01
0.500 51.69
0.382 51.37
LOW 50.34
0.618 48.67
1.000 47.64
1.618 45.97
2.618 43.27
4.250 38.87
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 51.69 53.91
PP 51.39 52.86
S1 51.08 51.82

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

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