NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 53.19 52.10 -1.09 -2.0% 55.93
High 53.30 52.19 -1.11 -2.1% 55.94
Low 51.42 50.43 -0.99 -1.9% 51.34
Close 52.77 50.75 -2.02 -3.8% 52.77
Range 1.88 1.76 -0.12 -6.4% 4.60
ATR 2.15 2.16 0.01 0.6% 0.00
Volume 7,324 7,693 369 5.0% 33,194
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.40 55.34 51.72
R3 54.64 53.58 51.23
R2 52.88 52.88 51.07
R1 51.82 51.82 50.91 51.47
PP 51.12 51.12 51.12 50.95
S1 50.06 50.06 50.59 49.71
S2 49.36 49.36 50.43
S3 47.60 48.30 50.27
S4 45.84 46.54 49.78
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.15 64.56 55.30
R3 62.55 59.96 54.04
R2 57.95 57.95 53.61
R1 55.36 55.36 53.19 54.36
PP 53.35 53.35 53.35 52.85
S1 50.76 50.76 52.35 49.76
S2 48.75 48.75 51.93
S3 44.15 46.16 51.51
S4 39.55 41.56 50.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.28 50.43 3.85 7.6% 1.81 3.6% 8% False True 7,684
10 58.43 50.43 8.00 15.8% 1.91 3.8% 4% False True 5,298
20 61.43 50.43 11.00 21.7% 2.29 4.5% 3% False True 5,039
40 77.06 50.43 26.63 52.5% 2.09 4.1% 1% False True 4,266
Crabel Price Patterns
NR True
NR4 False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.67
2.618 56.80
1.618 55.04
1.000 53.95
0.618 53.28
HIGH 52.19
0.618 51.52
0.500 51.31
0.382 51.10
LOW 50.43
0.618 49.34
1.000 48.67
1.618 47.58
2.618 45.82
4.250 42.95
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 51.31 51.87
PP 51.12 51.49
S1 50.94 51.12

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

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