NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 49.18 49.70 0.52 1.1% 51.31
High 50.45 51.42 0.97 1.9% 53.64
Low 48.99 48.39 -0.60 -1.2% 47.16
Close 50.04 48.80 -1.24 -2.5% 51.37
Range 1.46 3.03 1.57 107.5% 6.48
ATR 2.63 2.66 0.03 1.1% 0.00
Volume 75,506 66,388 -9,118 -12.1% 396,631
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 58.63 56.74 50.47
R3 55.60 53.71 49.63
R2 52.57 52.57 49.36
R1 50.68 50.68 49.08 50.11
PP 49.54 49.54 49.54 49.25
S1 47.65 47.65 48.52 47.08
S2 46.51 46.51 48.24
S3 43.48 44.62 47.97
S4 40.45 41.59 47.13
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 48.39 5.25 10.8% 2.91 6.0% 8% False True 79,255
10 53.64 47.16 6.48 13.3% 2.70 5.5% 25% False False 71,991
20 59.10 47.16 11.94 24.5% 2.48 5.1% 14% False False 52,890
40 77.28 47.16 30.12 61.7% 2.70 5.5% 5% False False 48,829
60 81.92 47.16 34.76 71.2% 2.39 4.9% 5% False False 43,803
80 90.62 47.16 43.46 89.1% 2.32 4.8% 4% False False 42,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.30
2.618 59.35
1.618 56.32
1.000 54.45
0.618 53.29
HIGH 51.42
0.618 50.26
0.500 49.91
0.382 49.55
LOW 48.39
0.618 46.52
1.000 45.36
1.618 43.49
2.618 40.46
4.250 35.51
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 49.91 49.91
PP 49.54 49.54
S1 49.17 49.17

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

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