NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 50.30 52.47 2.17 4.3% 52.10
High 52.76 52.51 -0.25 -0.5% 54.66
Low 50.25 50.38 0.13 0.3% 49.14
Close 52.76 50.40 -2.36 -4.5% 52.76
Range 2.51 2.13 -0.38 -15.1% 5.52
ATR 2.35 2.35 0.00 0.1% 0.00
Volume 11,214 4,754 -6,460 -57.6% 41,220
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.49 56.07 51.57
R3 55.36 53.94 50.99
R2 53.23 53.23 50.79
R1 51.81 51.81 50.60 51.46
PP 51.10 51.10 51.10 50.92
S1 49.68 49.68 50.20 49.33
S2 48.97 48.97 50.01
S3 46.84 47.55 49.81
S4 44.71 45.42 49.23
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 68.75 66.27 55.80
R3 63.23 60.75 54.28
R2 57.71 57.71 53.77
R1 55.23 55.23 53.27 56.47
PP 52.19 52.19 52.19 52.81
S1 49.71 49.71 52.25 50.95
S2 46.67 46.67 51.75
S3 41.15 44.19 51.24
S4 35.63 38.67 49.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.66 49.14 5.52 11.0% 2.71 5.4% 23% False False 7,656
10 54.66 49.14 5.52 11.0% 2.26 4.5% 23% False False 7,670
20 60.55 49.14 11.41 22.6% 2.22 4.4% 11% False False 5,691
40 76.90 49.14 27.76 55.1% 2.24 4.4% 5% False False 4,943
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.56
2.618 58.09
1.618 55.96
1.000 54.64
0.618 53.83
HIGH 52.51
0.618 51.70
0.500 51.45
0.382 51.19
LOW 50.38
0.618 49.06
1.000 48.25
1.618 46.93
2.618 44.80
4.250 41.33
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 51.45 52.46
PP 51.10 51.77
S1 50.75 51.09

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

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