NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 51.02 51.89 0.87 1.7% 55.00
High 52.00 52.12 0.12 0.2% 55.02
Low 50.38 50.00 -0.38 -0.8% 49.65
Close 51.49 51.33 -0.16 -0.3% 51.33
Range 1.62 2.12 0.50 30.9% 5.37
ATR 2.50 2.48 -0.03 -1.1% 0.00
Volume 62,550 61,537 -1,013 -1.6% 270,933
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.51 56.54 52.50
R3 55.39 54.42 51.91
R2 53.27 53.27 51.72
R1 52.30 52.30 51.52 51.73
PP 51.15 51.15 51.15 50.86
S1 50.18 50.18 51.14 49.61
S2 49.03 49.03 50.94
S3 46.91 48.06 50.75
S4 44.79 45.94 50.16
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 68.11 65.09 54.28
R3 62.74 59.72 52.81
R2 57.37 57.37 52.31
R1 54.35 54.35 51.82 53.18
PP 52.00 52.00 52.00 51.41
S1 48.98 48.98 50.84 47.81
S2 46.63 46.63 50.35
S3 41.26 43.61 49.85
S4 35.89 38.24 48.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.02 49.65 5.37 10.5% 2.27 4.4% 31% False False 54,186
10 58.27 49.65 8.62 16.8% 2.21 4.3% 19% False False 38,655
20 62.96 49.65 13.31 25.9% 2.64 5.2% 13% False False 45,049
40 77.91 49.65 28.26 55.1% 2.51 4.9% 6% False False 40,934
60 82.17 49.65 32.52 63.4% 2.30 4.5% 5% False False 39,130
80 91.63 49.65 41.98 81.8% 2.13 4.2% 4% False False 36,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.13
2.618 57.67
1.618 55.55
1.000 54.24
0.618 53.43
HIGH 52.12
0.618 51.31
0.500 51.06
0.382 50.81
LOW 50.00
0.618 48.69
1.000 47.88
1.618 46.57
2.618 44.45
4.250 40.99
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 51.24 51.18
PP 51.15 51.03
S1 51.06 50.89

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

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