NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 52.17 51.60 -0.57 -1.1% 52.83
High 55.32 53.52 -1.80 -3.3% 55.32
Low 51.23 51.42 0.19 0.4% 49.90
Close 51.29 53.41 2.12 4.1% 53.41
Range 4.09 2.10 -1.99 -48.7% 5.42
ATR 2.38 2.37 -0.01 -0.4% 0.00
Volume 20,222 24,418 4,196 20.7% 101,554
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.08 58.35 54.57
R3 56.98 56.25 53.99
R2 54.88 54.88 53.80
R1 54.15 54.15 53.60 54.52
PP 52.78 52.78 52.78 52.97
S1 52.05 52.05 53.22 52.42
S2 50.68 50.68 53.03
S3 48.58 49.95 52.83
S4 46.48 47.85 52.26
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 69.14 66.69 56.39
R3 63.72 61.27 54.90
R2 58.30 58.30 54.40
R1 55.85 55.85 53.91 57.08
PP 52.88 52.88 52.88 53.49
S1 50.43 50.43 52.91 51.66
S2 47.46 47.46 52.42
S3 42.04 45.01 51.92
S4 36.62 39.59 50.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.32 49.90 5.42 10.1% 2.61 4.9% 65% False False 20,310
10 56.52 49.90 6.62 12.4% 2.20 4.1% 53% False False 15,310
20 60.97 49.90 11.07 20.7% 2.26 4.2% 32% False False 11,923
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.45
2.618 59.02
1.618 56.92
1.000 55.62
0.618 54.82
HIGH 53.52
0.618 52.72
0.500 52.47
0.382 52.22
LOW 51.42
0.618 50.12
1.000 49.32
1.618 48.02
2.618 45.92
4.250 42.50
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 53.10 53.25
PP 52.78 53.08
S1 52.47 52.92

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

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