NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 53.46 51.59 -1.87 -3.5% 57.65
High 53.72 52.52 -1.20 -2.2% 57.99
Low 51.07 50.55 -0.52 -1.0% 54.89
Close 51.53 51.95 0.42 0.8% 55.80
Range 2.65 1.97 -0.68 -25.7% 3.10
ATR 2.40 2.37 -0.03 -1.3% 0.00
Volume 13,109 23,647 10,538 80.4% 22,812
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.58 56.74 53.03
R3 55.61 54.77 52.49
R2 53.64 53.64 52.31
R1 52.80 52.80 52.13 53.22
PP 51.67 51.67 51.67 51.89
S1 50.83 50.83 51.77 51.25
S2 49.70 49.70 51.59
S3 47.73 48.86 51.41
S4 45.76 46.89 50.87
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 50.55 6.76 13.0% 2.19 4.2% 21% False True 11,226
10 59.25 50.55 8.70 16.7% 2.01 3.9% 16% False True 8,560
20 65.00 50.55 14.45 27.8% 2.43 4.7% 10% False True 9,114
40 79.75 50.55 29.20 56.2% 2.27 4.4% 5% False True 7,069
60 83.64 50.55 33.09 63.7% 2.08 4.0% 4% False True 5,870
Crabel Price Patterns
NR True
NR4 True
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.89
2.618 57.68
1.618 55.71
1.000 54.49
0.618 53.74
HIGH 52.52
0.618 51.77
0.500 51.54
0.382 51.30
LOW 50.55
0.618 49.33
1.000 48.58
1.618 47.36
2.618 45.39
4.250 42.18
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 51.81 52.95
PP 51.67 52.62
S1 51.54 52.28

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

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