NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 53.76 52.61 -1.15 -2.1% 55.05
High 55.11 52.73 -2.38 -4.3% 55.74
Low 52.03 49.68 -2.35 -4.5% 52.03
Close 52.69 50.04 -2.65 -5.0% 52.69
Range 3.08 3.05 -0.03 -1.0% 3.71
ATR 2.75 2.77 0.02 0.8% 0.00
Volume 268,708 375,782 107,074 39.8% 962,159
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.97 58.05 51.72
R3 56.92 55.00 50.88
R2 53.87 53.87 50.60
R1 51.95 51.95 50.32 51.39
PP 50.82 50.82 50.82 50.53
S1 48.90 48.90 49.76 48.34
S2 47.77 47.77 49.48
S3 44.72 45.85 49.20
S4 41.67 42.80 48.36
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.62 62.36 54.73
R3 60.91 58.65 53.71
R2 57.20 57.20 53.37
R1 54.94 54.94 53.03 54.22
PP 53.49 53.49 53.49 53.12
S1 51.23 51.23 52.35 50.51
S2 49.78 49.78 52.01
S3 46.07 47.52 51.67
S4 42.36 43.81 50.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.74 49.68 6.06 12.1% 2.43 4.9% 6% False True 267,588
10 58.53 49.68 8.85 17.7% 2.62 5.2% 4% False True 257,497
20 66.97 49.68 17.29 34.6% 2.84 5.7% 2% False True 227,134
40 79.69 49.68 30.01 60.0% 2.65 5.3% 1% False True 138,497
60 86.32 49.68 36.64 73.2% 2.52 5.0% 1% False True 102,365
80 92.63 49.68 42.95 85.8% 2.32 4.6% 1% False True 81,779
100 95.39 49.68 45.71 91.3% 2.10 4.2% 1% False True 67,400
120 98.68 49.68 49.00 97.9% 1.91 3.8% 1% False True 57,216
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.69
2.618 60.71
1.618 57.66
1.000 55.78
0.618 54.61
HIGH 52.73
0.618 51.56
0.500 51.21
0.382 50.85
LOW 49.68
0.618 47.80
1.000 46.63
1.618 44.75
2.618 41.70
4.250 36.72
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 51.21 52.40
PP 50.82 51.61
S1 50.43 50.83

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

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