NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 49.70 49.10 -0.60 -1.2% 51.11
High 51.42 50.17 -1.25 -2.4% 51.42
Low 48.39 47.96 -0.43 -0.9% 47.96
Close 48.80 48.34 -0.46 -0.9% 48.34
Range 3.03 2.21 -0.82 -27.1% 3.46
ATR 2.66 2.63 -0.03 -1.2% 0.00
Volume 66,388 87,188 20,800 31.3% 286,384
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.45 54.11 49.56
R3 53.24 51.90 48.95
R2 51.03 51.03 48.75
R1 49.69 49.69 48.54 49.26
PP 48.82 48.82 48.82 48.61
S1 47.48 47.48 48.14 47.05
S2 46.61 46.61 47.93
S3 44.40 45.27 47.73
S4 42.19 43.06 47.12
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.62 57.44 50.24
R3 56.16 53.98 49.29
R2 52.70 52.70 48.97
R1 50.52 50.52 48.66 49.88
PP 49.24 49.24 49.24 48.92
S1 47.06 47.06 48.02 46.42
S2 45.78 45.78 47.71
S3 42.32 43.60 47.39
S4 38.86 40.14 46.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.54 47.96 3.58 7.4% 2.40 5.0% 11% False True 79,522
10 53.64 47.16 6.48 13.4% 2.76 5.7% 18% False False 74,455
20 58.73 47.16 11.57 23.9% 2.47 5.1% 10% False False 55,221
40 76.75 47.16 29.59 61.2% 2.72 5.6% 4% False False 50,300
60 81.92 47.16 34.76 71.9% 2.40 5.0% 3% False False 44,716
80 90.62 47.16 43.46 89.9% 2.34 4.8% 3% False False 42,803
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 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.56
2.618 55.96
1.618 53.75
1.000 52.38
0.618 51.54
HIGH 50.17
0.618 49.33
0.500 49.07
0.382 48.80
LOW 47.96
0.618 46.59
1.000 45.75
1.618 44.38
2.618 42.17
4.250 38.57
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 49.07 49.69
PP 48.82 49.24
S1 48.58 48.79

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

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