NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 48.97 49.10 0.13 0.3% 51.73
High 50.13 50.32 0.19 0.4% 52.27
Low 48.40 48.92 0.52 1.1% 49.03
Close 49.13 50.07 0.94 1.9% 49.38
Range 1.73 1.40 -0.33 -19.1% 3.24
ATR 2.39 2.32 -0.07 -3.0% 0.00
Volume 24,794 16,675 -8,119 -32.7% 98,312
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 53.97 53.42 50.84
R3 52.57 52.02 50.46
R2 51.17 51.17 50.33
R1 50.62 50.62 50.20 50.90
PP 49.77 49.77 49.77 49.91
S1 49.22 49.22 49.94 49.50
S2 48.37 48.37 49.81
S3 46.97 47.82 49.69
S4 45.57 46.42 49.30
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.95 57.90 51.16
R3 56.71 54.66 50.27
R2 53.47 53.47 49.97
R1 51.42 51.42 49.68 50.83
PP 50.23 50.23 50.23 49.93
S1 48.18 48.18 49.08 47.59
S2 46.99 46.99 48.79
S3 43.75 44.94 48.49
S4 40.51 41.70 47.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.27 48.40 3.87 7.7% 1.90 3.8% 43% False False 25,436
10 54.14 48.33 5.81 11.6% 2.43 4.9% 30% False False 21,415
20 57.99 48.33 9.66 19.3% 2.24 4.5% 18% False False 16,128
40 73.63 48.33 25.30 50.5% 2.48 5.0% 7% False False 11,962
60 80.99 48.33 32.66 65.2% 2.20 4.4% 5% False False 9,402
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 0.67
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.27
2.618 53.99
1.618 52.59
1.000 51.72
0.618 51.19
HIGH 50.32
0.618 49.79
0.500 49.62
0.382 49.45
LOW 48.92
0.618 48.05
1.000 47.52
1.618 46.65
2.618 45.25
4.250 42.97
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 49.92 49.96
PP 49.77 49.84
S1 49.62 49.73

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

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