NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 48.91 51.17 2.26 4.6% 55.00
High 51.59 53.64 2.05 4.0% 55.02
Low 48.00 48.88 0.88 1.8% 49.65
Close 51.10 49.10 -2.00 -3.9% 51.33
Range 3.59 4.76 1.17 32.6% 5.37
ATR 2.56 2.72 0.16 6.1% 0.00
Volume 78,095 85,852 7,757 9.9% 270,933
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.82 61.72 51.72
R3 60.06 56.96 50.41
R2 55.30 55.30 49.97
R1 52.20 52.20 49.54 51.37
PP 50.54 50.54 50.54 50.13
S1 47.44 47.44 48.66 46.61
S2 45.78 45.78 48.23
S3 41.02 42.68 47.79
S4 36.26 37.92 46.48
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 53.64 47.16 6.48 13.2% 3.11 6.3% 30% True False 69,387
10 57.47 47.16 10.31 21.0% 2.79 5.7% 19% False False 58,594
20 60.31 47.16 13.15 26.8% 2.79 5.7% 15% False False 49,371
40 77.70 47.16 30.54 62.2% 2.64 5.4% 6% False False 44,740
60 81.92 47.16 34.76 70.8% 2.34 4.8% 6% False False 40,824
80 90.62 47.16 43.46 88.5% 2.25 4.6% 4% False False 39,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 73.87
2.618 66.10
1.618 61.34
1.000 58.40
0.618 56.58
HIGH 53.64
0.618 51.82
0.500 51.26
0.382 50.70
LOW 48.88
0.618 45.94
1.000 44.12
1.618 41.18
2.618 36.42
4.250 28.65
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 51.26 50.40
PP 50.54 49.97
S1 49.82 49.53

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

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