NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 52.65 50.70 -1.95 -3.7% 56.84
High 53.04 51.88 -1.16 -2.2% 57.55
Low 50.34 49.65 -0.69 -1.4% 54.28
Close 50.78 51.23 0.45 0.9% 55.15
Range 2.70 2.23 -0.47 -17.4% 3.27
ATR 2.60 2.57 -0.03 -1.0% 0.00
Volume 43,109 74,784 31,675 73.5% 94,217
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.61 56.65 52.46
R3 55.38 54.42 51.84
R2 53.15 53.15 51.64
R1 52.19 52.19 51.43 52.67
PP 50.92 50.92 50.92 51.16
S1 49.96 49.96 51.03 50.44
S2 48.69 48.69 50.82
S3 46.46 47.73 50.62
S4 44.23 45.50 50.00
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.47 63.58 56.95
R3 62.20 60.31 56.05
R2 58.93 58.93 55.75
R1 57.04 57.04 55.45 56.35
PP 55.66 55.66 55.66 55.32
S1 53.77 53.77 54.85 53.08
S2 52.39 52.39 54.55
S3 49.12 50.50 54.25
S4 45.85 47.23 53.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.47 49.65 7.82 15.3% 2.50 4.9% 20% False True 39,948
10 59.10 49.65 9.45 18.4% 2.26 4.4% 17% False True 33,789
20 65.15 49.65 15.50 30.3% 2.69 5.2% 10% False True 43,671
40 79.86 49.65 30.21 59.0% 2.50 4.9% 5% False True 39,624
60 83.72 49.65 34.07 66.5% 2.32 4.5% 5% False True 38,040
80 91.94 49.65 42.29 82.5% 2.13 4.2% 4% False True 35,558
Crabel Price Patterns
NR True
NR4 True
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.36
2.618 57.72
1.618 55.49
1.000 54.11
0.618 53.26
HIGH 51.88
0.618 51.03
0.500 50.77
0.382 50.50
LOW 49.65
0.618 48.27
1.000 47.42
1.618 46.04
2.618 43.81
4.250 40.17
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 51.08 52.34
PP 50.92 51.97
S1 50.77 51.60

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

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