NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 51.89 51.31 -0.58 -1.1% 55.00
High 52.12 51.31 -0.81 -1.6% 55.02
Low 50.00 48.68 -1.32 -2.6% 49.65
Close 51.33 49.19 -2.14 -4.2% 51.33
Range 2.12 2.63 0.51 24.1% 5.37
ATR 2.48 2.49 0.01 0.5% 0.00
Volume 61,537 60,105 -1,432 -2.3% 270,933
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.62 56.03 50.64
R3 54.99 53.40 49.91
R2 52.36 52.36 49.67
R1 50.77 50.77 49.43 50.25
PP 49.73 49.73 49.73 49.47
S1 48.14 48.14 48.95 47.62
S2 47.10 47.10 48.71
S3 44.47 45.51 48.47
S4 41.84 42.88 47.74
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 68.11 65.09 54.28
R3 62.74 59.72 52.81
R2 57.37 57.37 52.31
R1 54.35 54.35 51.82 53.18
PP 52.00 52.00 52.00 51.41
S1 48.98 48.98 50.84 47.81
S2 46.63 46.63 50.35
S3 41.26 43.61 49.85
S4 35.89 38.24 48.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.04 48.68 4.36 8.9% 2.26 4.6% 12% False True 60,417
10 57.55 48.68 8.87 18.0% 2.28 4.6% 6% False True 42,525
20 61.05 48.68 12.37 25.1% 2.66 5.4% 4% False True 45,603
40 77.70 48.68 29.02 59.0% 2.55 5.2% 2% False True 41,692
60 82.17 48.68 33.49 68.1% 2.30 4.7% 2% False True 39,255
80 91.35 48.68 42.67 86.7% 2.16 4.4% 1% False True 37,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.49
2.618 58.20
1.618 55.57
1.000 53.94
0.618 52.94
HIGH 51.31
0.618 50.31
0.500 50.00
0.382 49.68
LOW 48.68
0.618 47.05
1.000 46.05
1.618 44.42
2.618 41.79
4.250 37.50
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 50.00 50.40
PP 49.73 50.00
S1 49.46 49.59

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

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