NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 53.25 53.91 0.66 1.2% 56.52
High 53.59 53.91 0.32 0.6% 56.52
Low 52.47 52.09 -0.38 -0.7% 52.09
Close 53.46 53.45 -0.01 0.0% 53.45
Range 1.12 1.82 0.70 62.5% 4.43
ATR 2.21 2.18 -0.03 -1.3% 0.00
Volume 13,370 8,808 -4,562 -34.1% 51,549
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 58.61 57.85 54.45
R3 56.79 56.03 53.95
R2 54.97 54.97 53.78
R1 54.21 54.21 53.62 53.68
PP 53.15 53.15 53.15 52.89
S1 52.39 52.39 53.28 51.86
S2 51.33 51.33 53.12
S3 49.51 50.57 52.95
S4 47.69 48.75 52.45
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.31 64.81 55.89
R3 62.88 60.38 54.67
R2 58.45 58.45 54.26
R1 55.95 55.95 53.86 54.99
PP 54.02 54.02 54.02 53.54
S1 51.52 51.52 53.04 50.56
S2 49.59 49.59 52.64
S3 45.16 47.09 52.23
S4 40.73 42.66 51.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.52 52.09 4.43 8.3% 1.79 3.4% 31% False True 10,309
10 59.67 52.09 7.58 14.2% 1.83 3.4% 18% False True 8,303
20 63.50 52.09 11.41 21.3% 2.23 4.2% 12% False True 9,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.65
2.618 58.67
1.618 56.85
1.000 55.73
0.618 55.03
HIGH 53.91
0.618 53.21
0.500 53.00
0.382 52.79
LOW 52.09
0.618 50.97
1.000 50.27
1.618 49.15
2.618 47.33
4.250 44.36
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 53.30 53.30
PP 53.15 53.15
S1 53.00 53.00

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

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