NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 48.60 47.40 -1.20 -2.5% 51.11
High 48.60 47.92 -0.68 -1.4% 51.42
Low 47.25 46.68 -0.57 -1.2% 47.96
Close 47.51 47.61 0.10 0.2% 48.34
Range 1.35 1.24 -0.11 -8.1% 3.46
ATR 2.45 2.36 -0.09 -3.5% 0.00
Volume 47,200 79,995 32,795 69.5% 286,384
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 51.12 50.61 48.29
R3 49.88 49.37 47.95
R2 48.64 48.64 47.84
R1 48.13 48.13 47.72 48.39
PP 47.40 47.40 47.40 47.53
S1 46.89 46.89 47.50 47.15
S2 46.16 46.16 47.38
S3 44.92 45.65 47.27
S4 43.68 44.41 46.93
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 50.17 46.68 3.49 7.3% 1.65 3.5% 27% False True 69,725
10 53.64 46.68 6.96 14.6% 2.28 4.8% 13% False True 74,490
20 57.47 46.68 10.79 22.7% 2.38 5.0% 9% False True 63,414
40 69.87 46.68 23.19 48.7% 2.47 5.2% 4% False True 53,231
60 80.73 46.68 34.05 71.5% 2.42 5.1% 3% False True 47,453
80 86.88 46.68 40.20 84.4% 2.30 4.8% 2% False True 44,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 53.19
2.618 51.17
1.618 49.93
1.000 49.16
0.618 48.69
HIGH 47.92
0.618 47.45
0.500 47.30
0.382 47.15
LOW 46.68
0.618 45.91
1.000 45.44
1.618 44.67
2.618 43.43
4.250 41.41
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 47.51 47.99
PP 47.40 47.86
S1 47.30 47.74

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

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