NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 51.11 49.18 -1.93 -3.8% 51.31
High 51.31 50.45 -0.86 -1.7% 53.64
Low 48.75 48.99 0.24 0.5% 47.16
Close 48.86 50.04 1.18 2.4% 51.37
Range 2.56 1.46 -1.10 -43.0% 6.48
ATR 2.72 2.63 -0.08 -3.0% 0.00
Volume 57,302 75,506 18,204 31.8% 396,631
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 54.21 53.58 50.84
R3 52.75 52.12 50.44
R2 51.29 51.29 50.31
R1 50.66 50.66 50.17 50.98
PP 49.83 49.83 49.83 49.98
S1 49.20 49.20 49.91 49.52
S2 48.37 48.37 49.77
S3 46.91 47.74 49.64
S4 45.45 46.28 49.24
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 70.16 67.25 54.93
R3 63.68 60.77 53.15
R2 57.20 57.20 52.56
R1 54.29 54.29 51.96 55.75
PP 50.72 50.72 50.72 51.45
S1 47.81 47.81 50.78 49.27
S2 44.24 44.24 50.18
S3 37.76 41.33 49.59
S4 31.28 34.85 47.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.64 48.00 5.64 11.3% 3.03 6.0% 36% False False 81,596
10 53.64 47.16 6.48 12.9% 2.62 5.2% 44% False False 72,831
20 59.98 47.16 12.82 25.6% 2.49 5.0% 22% False False 51,398
40 77.70 47.16 30.54 61.0% 2.67 5.3% 9% False False 47,998
60 81.92 47.16 34.76 69.5% 2.36 4.7% 8% False False 43,338
80 90.62 47.16 43.46 86.9% 2.29 4.6% 7% False False 41,525
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 56.66
2.618 54.27
1.618 52.81
1.000 51.91
0.618 51.35
HIGH 50.45
0.618 49.89
0.500 49.72
0.382 49.55
LOW 48.99
0.618 48.09
1.000 47.53
1.618 46.63
2.618 45.17
4.250 42.79
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 49.93 50.15
PP 49.83 50.11
S1 49.72 50.08

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

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