NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 53.16 51.53 -1.63 -3.1% 52.83
High 53.20 52.57 -0.63 -1.2% 55.32
Low 50.99 51.50 0.51 1.0% 49.90
Close 51.07 52.26 1.19 2.3% 53.41
Range 2.21 1.07 -1.14 -51.6% 5.42
ATR 2.37 2.31 -0.06 -2.6% 0.00
Volume 13,139 23,845 10,706 81.5% 101,554
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.32 54.86 52.85
R3 54.25 53.79 52.55
R2 53.18 53.18 52.46
R1 52.72 52.72 52.36 52.95
PP 52.11 52.11 52.11 52.23
S1 51.65 51.65 52.16 51.88
S2 51.04 51.04 52.06
S3 49.97 50.58 51.97
S4 48.90 49.51 51.67
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 50.51 4.81 9.2% 2.52 4.8% 36% False False 20,960
10 55.32 49.90 5.42 10.4% 2.10 4.0% 44% False False 17,888
20 60.93 49.90 11.03 21.1% 2.04 3.9% 21% False False 12,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 57.12
2.618 55.37
1.618 54.30
1.000 53.64
0.618 53.23
HIGH 52.57
0.618 52.16
0.500 52.04
0.382 51.91
LOW 51.50
0.618 50.84
1.000 50.43
1.618 49.77
2.618 48.70
4.250 46.95
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 52.19 52.26
PP 52.11 52.26
S1 52.04 52.26

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

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