NYMEX Light Sweet Crude Oil Future July 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 51.73 49.93 -1.80 -3.5% 51.82
High 52.00 51.23 -0.77 -1.5% 54.14
Low 49.59 49.84 0.25 0.5% 48.33
Close 49.68 50.86 1.18 2.4% 52.09
Range 2.41 1.39 -1.02 -42.3% 5.81
ATR 2.51 2.44 -0.07 -2.7% 0.00
Volume 12,601 27,292 14,691 116.6% 86,380
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 54.81 54.23 51.62
R3 53.42 52.84 51.24
R2 52.03 52.03 51.11
R1 51.45 51.45 50.99 51.74
PP 50.64 50.64 50.64 50.79
S1 50.06 50.06 50.73 50.35
S2 49.25 49.25 50.61
S3 47.86 48.67 50.48
S4 46.47 47.28 50.10
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 68.95 66.33 55.29
R3 63.14 60.52 53.69
R2 57.33 57.33 53.16
R1 54.71 54.71 52.62 56.02
PP 51.52 51.52 51.52 52.18
S1 48.90 48.90 51.56 50.21
S2 45.71 45.71 51.02
S3 39.90 43.09 50.49
S4 34.09 37.28 48.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.14 48.80 5.34 10.5% 2.84 5.6% 39% False False 20,429
10 54.14 48.33 5.81 11.4% 2.40 4.7% 44% False False 18,042
20 59.92 48.33 11.59 22.8% 2.24 4.4% 22% False False 12,451
40 77.60 48.33 29.27 57.6% 2.44 4.8% 9% False False 10,004
60 81.61 48.33 33.28 65.4% 2.13 4.2% 8% False False 7,933
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 0.63
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 57.14
2.618 54.87
1.618 53.48
1.000 52.62
0.618 52.09
HIGH 51.23
0.618 50.70
0.500 50.54
0.382 50.37
LOW 49.84
0.618 48.98
1.000 48.45
1.618 47.59
2.618 46.20
4.250 43.93
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 50.75 50.90
PP 50.64 50.89
S1 50.54 50.87

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

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