NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 51.21 50.62 -0.59 -1.2% 56.52
High 51.78 53.63 1.85 3.6% 56.52
Low 49.90 50.51 0.61 1.2% 52.09
Close 51.24 53.17 1.93 3.8% 53.45
Range 1.88 3.12 1.24 66.0% 4.43
ATR 2.18 2.24 0.07 3.1% 0.00
Volume 14,735 23,177 8,442 57.3% 51,549
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 61.80 60.60 54.89
R3 58.68 57.48 54.03
R2 55.56 55.56 53.74
R1 54.36 54.36 53.46 54.96
PP 52.44 52.44 52.44 52.74
S1 51.24 51.24 52.88 51.84
S2 49.32 49.32 52.60
S3 46.20 48.12 52.31
S4 43.08 45.00 51.45
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 53.91 49.90 4.01 7.5% 1.96 3.7% 82% False False 15,818
10 58.62 49.90 8.72 16.4% 1.99 3.7% 38% False False 12,225
20 60.97 49.90 11.07 20.8% 2.26 4.2% 30% False False 10,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 66.89
2.618 61.80
1.618 58.68
1.000 56.75
0.618 55.56
HIGH 53.63
0.618 52.44
0.500 52.07
0.382 51.70
LOW 50.51
0.618 48.58
1.000 47.39
1.618 45.46
2.618 42.34
4.250 37.25
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 52.80 52.70
PP 52.44 52.23
S1 52.07 51.77

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

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