NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 54.98 53.03 -1.95 -3.5% 58.41
High 54.98 53.86 -1.12 -2.0% 58.98
Low 52.60 52.11 -0.49 -0.9% 56.21
Close 52.92 53.25 0.33 0.6% 57.07
Range 2.38 1.75 -0.63 -26.5% 2.77
ATR 2.33 2.29 -0.04 -1.8% 0.00
Volume 8,223 18,168 9,945 120.9% 23,602
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 58.32 57.54 54.21
R3 56.57 55.79 53.73
R2 54.82 54.82 53.57
R1 54.04 54.04 53.41 54.43
PP 53.07 53.07 53.07 53.27
S1 52.29 52.29 53.09 52.68
S2 51.32 51.32 52.93
S3 49.57 50.54 52.77
S4 47.82 48.79 52.29
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.73 64.17 58.59
R3 62.96 61.40 57.83
R2 60.19 60.19 57.58
R1 58.63 58.63 57.32 58.03
PP 57.42 57.42 57.42 57.12
S1 55.86 55.86 56.82 55.26
S2 54.65 54.65 56.56
S3 51.88 53.09 56.31
S4 49.11 50.32 55.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.62 52.11 6.51 12.2% 2.02 3.8% 18% False True 8,632
10 60.24 52.11 8.13 15.3% 1.87 3.5% 14% False True 8,194
20 65.37 52.11 13.26 24.9% 2.27 4.3% 9% False True 9,429
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.30
2.618 58.44
1.618 56.69
1.000 55.61
0.618 54.94
HIGH 53.86
0.618 53.19
0.500 52.99
0.382 52.78
LOW 52.11
0.618 51.03
1.000 50.36
1.618 49.28
2.618 47.53
4.250 44.67
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 53.16 54.32
PP 53.07 53.96
S1 52.99 53.61

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

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