NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 52.61 50.00 -2.61 -5.0% 55.05
High 52.73 50.37 -2.36 -4.5% 55.74
Low 49.68 47.55 -2.13 -4.3% 52.03
Close 50.04 47.93 -2.11 -4.2% 52.69
Range 3.05 2.82 -0.23 -7.5% 3.71
ATR 2.77 2.77 0.00 0.1% 0.00
Volume 375,782 451,642 75,860 20.2% 962,159
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.08 55.32 49.48
R3 54.26 52.50 48.71
R2 51.44 51.44 48.45
R1 49.68 49.68 48.19 49.15
PP 48.62 48.62 48.62 48.35
S1 46.86 46.86 47.67 46.33
S2 45.80 45.80 47.41
S3 42.98 44.04 47.15
S4 40.16 41.22 46.38
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 55.11 47.55 7.56 15.8% 2.43 5.1% 5% False True 309,641
10 58.53 47.55 10.98 22.9% 2.51 5.2% 3% False True 264,307
20 65.61 47.55 18.06 37.7% 2.90 6.0% 2% False True 246,911
40 79.69 47.55 32.14 67.1% 2.68 5.6% 1% False True 148,378
60 84.75 47.55 37.20 77.6% 2.51 5.2% 1% False True 109,385
80 92.63 47.55 45.08 94.1% 2.32 4.8% 1% False True 87,127
100 95.25 47.55 47.70 99.5% 2.11 4.4% 1% False True 71,857
120 98.68 47.55 51.13 106.7% 1.93 4.0% 1% False True 60,934
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 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.36
2.618 57.75
1.618 54.93
1.000 53.19
0.618 52.11
HIGH 50.37
0.618 49.29
0.500 48.96
0.382 48.63
LOW 47.55
0.618 45.81
1.000 44.73
1.618 42.99
2.618 40.17
4.250 35.57
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 48.96 51.33
PP 48.62 50.20
S1 48.27 49.06

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

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