NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 48.16 48.00 -0.16 -0.3% 51.11
High 49.11 49.30 0.19 0.4% 51.42
Low 47.25 47.71 0.46 1.0% 47.96
Close 48.03 49.00 0.97 2.0% 48.34
Range 1.86 1.59 -0.27 -14.5% 3.46
ATR 2.58 2.51 -0.07 -2.7% 0.00
Volume 85,885 48,360 -37,525 -43.7% 286,384
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 53.44 52.81 49.87
R3 51.85 51.22 49.44
R2 50.26 50.26 49.29
R1 49.63 49.63 49.15 49.95
PP 48.67 48.67 48.67 48.83
S1 48.04 48.04 48.85 48.36
S2 47.08 47.08 48.71
S3 45.49 46.45 48.56
S4 43.90 44.86 48.13
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.62 57.44 50.24
R3 56.16 53.98 49.29
R2 52.70 52.70 48.97
R1 50.52 50.52 48.66 49.88
PP 49.24 49.24 49.24 48.92
S1 47.06 47.06 48.02 46.42
S2 45.78 45.78 47.71
S3 42.32 43.60 47.39
S4 38.86 40.14 46.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.42 47.25 4.17 8.5% 2.03 4.1% 42% False False 72,665
10 53.64 47.16 6.48 13.2% 2.63 5.4% 28% False False 75,715
20 57.55 47.16 10.39 21.2% 2.45 5.0% 18% False False 59,120
40 73.89 47.16 26.73 54.6% 2.72 5.5% 7% False False 52,143
60 81.21 47.16 34.05 69.5% 2.42 4.9% 5% False False 46,213
80 87.42 47.16 40.26 82.2% 2.32 4.7% 5% False False 43,650
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 0.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.06
2.618 53.46
1.618 51.87
1.000 50.89
0.618 50.28
HIGH 49.30
0.618 48.69
0.500 48.51
0.382 48.32
LOW 47.71
0.618 46.73
1.000 46.12
1.618 45.14
2.618 43.55
4.250 40.95
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 48.84 48.90
PP 48.67 48.81
S1 48.51 48.71

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

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