NYMEX Light Sweet Crude Oil Future September 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 53.91 52.83 -1.08 -2.0% 56.52
High 53.91 52.89 -1.02 -1.9% 56.52
Low 52.09 51.01 -1.08 -2.1% 52.09
Close 53.45 51.51 -1.94 -3.6% 53.45
Range 1.82 1.88 0.06 3.3% 4.43
ATR 2.18 2.20 0.02 0.8% 0.00
Volume 8,808 19,002 10,194 115.7% 51,549
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.44 56.36 52.54
R3 55.56 54.48 52.03
R2 53.68 53.68 51.85
R1 52.60 52.60 51.68 52.20
PP 51.80 51.80 51.80 51.61
S1 50.72 50.72 51.34 50.32
S2 49.92 49.92 51.17
S3 48.04 48.84 50.99
S4 46.16 46.96 50.48
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 54.98 51.01 3.97 7.7% 1.79 3.5% 13% False True 13,514
10 58.98 51.01 7.97 15.5% 1.85 3.6% 6% False True 9,415
20 61.90 51.01 10.89 21.1% 2.24 4.4% 5% False True 10,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.88
2.618 57.81
1.618 55.93
1.000 54.77
0.618 54.05
HIGH 52.89
0.618 52.17
0.500 51.95
0.382 51.73
LOW 51.01
0.618 49.85
1.000 49.13
1.618 47.97
2.618 46.09
4.250 43.02
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 51.95 52.46
PP 51.80 52.14
S1 51.66 51.83

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

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