NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 51.31 48.81 -2.50 -4.9% 55.00
High 51.31 49.59 -1.72 -3.4% 55.02
Low 48.68 47.16 -1.52 -3.1% 49.65
Close 49.19 48.87 -0.32 -0.7% 51.33
Range 2.63 2.43 -0.20 -7.6% 5.37
ATR 2.49 2.48 0.00 -0.2% 0.00
Volume 60,105 61,350 1,245 2.1% 270,933
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.83 54.78 50.21
R3 53.40 52.35 49.54
R2 50.97 50.97 49.32
R1 49.92 49.92 49.09 50.45
PP 48.54 48.54 48.54 48.80
S1 47.49 47.49 48.65 48.02
S2 46.11 46.11 48.42
S3 43.68 45.06 48.20
S4 41.25 42.63 47.53
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 52.12 47.16 4.96 10.1% 2.21 4.5% 34% False True 64,065
10 57.47 47.16 10.31 21.1% 2.28 4.7% 17% False True 47,362
20 60.32 47.16 13.16 26.9% 2.69 5.5% 13% False True 46,353
40 77.70 47.16 30.54 62.5% 2.53 5.2% 6% False True 42,453
60 81.92 47.16 34.76 71.1% 2.27 4.6% 5% False True 39,422
80 90.62 47.16 43.46 88.9% 2.17 4.4% 4% False True 37,686
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.92
2.618 55.95
1.618 53.52
1.000 52.02
0.618 51.09
HIGH 49.59
0.618 48.66
0.500 48.38
0.382 48.09
LOW 47.16
0.618 45.66
1.000 44.73
1.618 43.23
2.618 40.80
4.250 36.83
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 48.71 49.64
PP 48.54 49.38
S1 48.38 49.13

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

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