NYMEX Light Sweet Crude Oil Future August 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 55.93 54.28 -1.65 -3.0% 58.07
High 55.94 54.28 -1.66 -3.0% 58.43
Low 53.83 51.78 -2.05 -3.8% 55.72
Close 54.17 52.23 -1.94 -3.6% 56.42
Range 2.11 2.50 0.39 18.5% 2.71
ATR 2.27 2.29 0.02 0.7% 0.00
Volume 2,466 5,327 2,861 116.0% 12,094
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 60.26 58.75 53.61
R3 57.76 56.25 52.92
R2 55.26 55.26 52.69
R1 53.75 53.75 52.46 53.26
PP 52.76 52.76 52.76 52.52
S1 51.25 51.25 52.00 50.76
S2 50.26 50.26 51.77
S3 47.76 48.75 51.54
S4 45.26 46.25 50.86
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.99 63.41 57.91
R3 62.28 60.70 57.17
R2 59.57 59.57 56.92
R1 57.99 57.99 56.67 57.43
PP 56.86 56.86 56.86 56.57
S1 55.28 55.28 56.17 54.72
S2 54.15 54.15 55.92
S3 51.44 52.57 55.67
S4 48.73 49.86 54.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.43 51.78 6.65 12.7% 2.07 4.0% 7% False True 3,705
10 60.55 51.78 8.77 16.8% 2.07 4.0% 5% False True 3,663
20 66.34 51.78 14.56 27.9% 2.34 4.5% 3% False True 4,365
40 79.78 51.78 28.00 53.6% 2.03 3.9% 2% False True 3,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.91
2.618 60.83
1.618 58.33
1.000 56.78
0.618 55.83
HIGH 54.28
0.618 53.33
0.500 53.03
0.382 52.74
LOW 51.78
0.618 50.24
1.000 49.28
1.618 47.74
2.618 45.24
4.250 41.16
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 53.03 55.11
PP 52.76 54.15
S1 52.50 53.19

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

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