NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 49.13 51.11 1.98 4.0% 51.31
High 51.54 51.31 -0.23 -0.4% 53.64
Low 48.78 48.75 -0.03 -0.1% 47.16
Close 51.37 48.86 -2.51 -4.9% 51.37
Range 2.76 2.56 -0.20 -7.2% 6.48
ATR 2.72 2.72 -0.01 -0.3% 0.00
Volume 111,229 57,302 -53,927 -48.5% 396,631
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.32 55.65 50.27
R3 54.76 53.09 49.56
R2 52.20 52.20 49.33
R1 50.53 50.53 49.09 50.09
PP 49.64 49.64 49.64 49.42
S1 47.97 47.97 48.63 47.53
S2 47.08 47.08 48.39
S3 44.52 45.41 48.16
S4 41.96 42.85 47.45
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 70.16 67.25 54.93
R3 63.68 60.77 53.15
R2 57.20 57.20 52.56
R1 54.29 54.29 51.96 55.75
PP 50.72 50.72 50.72 51.45
S1 47.81 47.81 50.78 49.27
S2 44.24 44.24 50.18
S3 37.76 41.33 49.59
S4 31.28 34.85 47.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.64 47.16 6.48 13.3% 3.22 6.6% 26% False False 78,765
10 53.64 47.16 6.48 13.3% 2.74 5.6% 26% False False 69,591
20 59.98 47.16 12.82 26.2% 2.61 5.3% 13% False False 50,789
40 77.70 47.16 30.54 62.5% 2.69 5.5% 6% False False 47,442
60 81.92 47.16 34.76 71.1% 2.37 4.9% 5% False False 42,732
80 90.62 47.16 43.46 88.9% 2.29 4.7% 4% False False 40,998
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 0.68
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.19
2.618 58.01
1.618 55.45
1.000 53.87
0.618 52.89
HIGH 51.31
0.618 50.33
0.500 50.03
0.382 49.73
LOW 48.75
0.618 47.17
1.000 46.19
1.618 44.61
2.618 42.05
4.250 37.87
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 50.03 51.20
PP 49.64 50.42
S1 49.25 49.64

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

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