NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 55.22 53.46 -1.76 -3.2% 57.65
High 55.35 53.72 -1.63 -2.9% 57.99
Low 53.12 51.07 -2.05 -3.9% 54.89
Close 53.46 51.53 -1.93 -3.6% 55.80
Range 2.23 2.65 0.42 18.8% 3.10
ATR 2.38 2.40 0.02 0.8% 0.00
Volume 6,347 13,109 6,762 106.5% 22,812
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 60.06 58.44 52.99
R3 57.41 55.79 52.26
R2 54.76 54.76 52.02
R1 53.14 53.14 51.77 52.63
PP 52.11 52.11 52.11 51.85
S1 50.49 50.49 51.29 49.98
S2 49.46 49.46 51.04
S3 46.81 47.84 50.80
S4 44.16 45.19 50.07
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.53 63.76 57.51
R3 62.43 60.66 56.65
R2 59.33 59.33 56.37
R1 57.56 57.56 56.08 56.90
PP 56.23 56.23 56.23 55.89
S1 54.46 54.46 55.52 53.80
S2 53.13 53.13 55.23
S3 50.03 51.36 54.95
S4 46.93 48.26 54.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.31 51.07 6.24 12.1% 2.08 4.0% 7% False True 7,848
10 59.92 51.07 8.85 17.2% 2.08 4.0% 5% False True 6,861
20 66.37 51.07 15.30 29.7% 2.45 4.8% 3% False True 8,270
40 79.75 51.07 28.68 55.7% 2.25 4.4% 2% False True 6,575
60 83.79 51.07 32.72 63.5% 2.08 4.0% 1% False True 5,522
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 0.37
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 64.98
2.618 60.66
1.618 58.01
1.000 56.37
0.618 55.36
HIGH 53.72
0.618 52.71
0.500 52.40
0.382 52.08
LOW 51.07
0.618 49.43
1.000 48.42
1.618 46.78
2.618 44.13
4.250 39.81
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 52.40 54.19
PP 52.11 53.30
S1 51.82 52.42

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

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