NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 48.81 48.91 0.10 0.2% 55.00
High 49.59 51.59 2.00 4.0% 55.02
Low 47.16 48.00 0.84 1.8% 49.65
Close 48.87 51.10 2.23 4.6% 51.33
Range 2.43 3.59 1.16 47.7% 5.37
ATR 2.48 2.56 0.08 3.2% 0.00
Volume 61,350 78,095 16,745 27.3% 270,933
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 61.00 59.64 53.07
R3 57.41 56.05 52.09
R2 53.82 53.82 51.76
R1 52.46 52.46 51.43 53.14
PP 50.23 50.23 50.23 50.57
S1 48.87 48.87 50.77 49.55
S2 46.64 46.64 50.44
S3 43.05 45.28 50.11
S4 39.46 41.69 49.13
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 9.7% 2.48 4.8% 79% False False 64,727
10 57.47 47.16 10.31 20.2% 2.49 4.9% 38% False False 52,338
20 60.31 47.16 13.15 25.7% 2.70 5.3% 30% False False 47,816
40 77.70 47.16 30.54 59.8% 2.55 5.0% 13% False False 43,472
60 81.92 47.16 34.76 68.0% 2.30 4.5% 11% False False 39,825
80 90.62 47.16 43.46 85.0% 2.21 4.3% 9% False False 38,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 66.85
2.618 60.99
1.618 57.40
1.000 55.18
0.618 53.81
HIGH 51.59
0.618 50.22
0.500 49.80
0.382 49.37
LOW 48.00
0.618 45.78
1.000 44.41
1.618 42.19
2.618 38.60
4.250 32.74
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 50.67 50.53
PP 50.23 49.95
S1 49.80 49.38

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

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