NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 50.70 51.02 0.32 0.6% 56.84
High 51.88 52.00 0.12 0.2% 57.55
Low 49.65 50.38 0.73 1.5% 54.28
Close 51.23 51.49 0.26 0.5% 55.15
Range 2.23 1.62 -0.61 -27.4% 3.27
ATR 2.57 2.50 -0.07 -2.6% 0.00
Volume 74,784 62,550 -12,234 -16.4% 94,217
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.15 55.44 52.38
R3 54.53 53.82 51.94
R2 52.91 52.91 51.79
R1 52.20 52.20 51.64 52.56
PP 51.29 51.29 51.29 51.47
S1 50.58 50.58 51.34 50.94
S2 49.67 49.67 51.19
S3 48.05 48.96 51.04
S4 46.43 47.34 50.60
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 15.2% 2.48 4.8% 24% False False 47,801
10 58.73 49.65 9.08 17.6% 2.19 4.2% 20% False False 35,987
20 64.34 49.65 14.69 28.5% 2.68 5.2% 13% False False 44,093
40 78.20 49.65 28.55 55.4% 2.48 4.8% 6% False False 40,230
60 83.25 49.65 33.60 65.3% 2.33 4.5% 5% False False 38,590
80 91.94 49.65 42.29 82.1% 2.13 4.1% 4% False False 36,099
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.61
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.89
2.618 56.24
1.618 54.62
1.000 53.62
0.618 53.00
HIGH 52.00
0.618 51.38
0.500 51.19
0.382 51.00
LOW 50.38
0.618 49.38
1.000 48.76
1.618 47.76
2.618 46.14
4.250 43.50
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 51.39 51.44
PP 51.29 51.39
S1 51.19 51.35

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

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