NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 48.00 48.60 0.60 1.3% 51.11
High 49.30 48.60 -0.70 -1.4% 51.42
Low 47.71 47.25 -0.46 -1.0% 47.96
Close 49.00 47.51 -1.49 -3.0% 48.34
Range 1.59 1.35 -0.24 -15.1% 3.46
ATR 2.51 2.45 -0.05 -2.2% 0.00
Volume 48,360 47,200 -1,160 -2.4% 286,384
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 51.84 51.02 48.25
R3 50.49 49.67 47.88
R2 49.14 49.14 47.76
R1 48.32 48.32 47.63 48.06
PP 47.79 47.79 47.79 47.65
S1 46.97 46.97 47.39 46.71
S2 46.44 46.44 47.26
S3 45.09 45.62 47.14
S4 43.74 44.27 46.77
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 8.8% 2.01 4.2% 6% False True 67,004
10 53.64 47.25 6.39 13.4% 2.52 5.3% 4% False True 74,300
20 57.47 47.16 10.31 21.7% 2.40 5.0% 3% False False 60,831
40 70.25 47.16 23.09 48.6% 2.57 5.4% 2% False False 52,576
60 80.73 47.16 33.57 70.7% 2.42 5.1% 1% False False 46,460
80 87.40 47.16 40.24 84.7% 2.31 4.9% 1% False False 43,750
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 54.34
2.618 52.13
1.618 50.78
1.000 49.95
0.618 49.43
HIGH 48.60
0.618 48.08
0.500 47.93
0.382 47.77
LOW 47.25
0.618 46.42
1.000 45.90
1.618 45.07
2.618 43.72
4.250 41.51
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 47.93 48.28
PP 47.79 48.02
S1 47.65 47.77

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

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