NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 51.59 51.89 0.30 0.6% 57.65
High 52.52 52.63 0.11 0.2% 57.99
Low 50.55 51.13 0.58 1.1% 54.89
Close 51.95 52.19 0.24 0.5% 55.80
Range 1.97 1.50 -0.47 -23.9% 3.10
ATR 2.37 2.31 -0.06 -2.6% 0.00
Volume 23,647 16,131 -7,516 -31.8% 22,812
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.48 55.84 53.02
R3 54.98 54.34 52.60
R2 53.48 53.48 52.47
R1 52.84 52.84 52.33 53.16
PP 51.98 51.98 51.98 52.15
S1 51.34 51.34 52.05 51.66
S2 50.48 50.48 51.92
S3 48.98 49.84 51.78
S4 47.48 48.34 51.37
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.53 63.76 57.51
R3 62.43 60.66 56.65
R2 59.33 59.33 56.37
R1 57.56 57.56 56.08 56.90
PP 56.23 56.23 56.23 55.89
S1 54.46 54.46 55.52 53.80
S2 53.13 53.13 55.23
S3 50.03 51.36 54.95
S4 46.93 48.26 54.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.31 50.55 6.76 13.0% 2.15 4.1% 24% False False 13,141
10 58.82 50.55 8.27 15.8% 1.95 3.7% 20% False False 9,190
20 64.44 50.55 13.89 26.6% 2.42 4.6% 12% False False 9,401
40 78.21 50.55 27.66 53.0% 2.26 4.3% 6% False False 7,381
60 83.29 50.55 32.74 62.7% 2.08 4.0% 5% False False 6,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 59.01
2.618 56.56
1.618 55.06
1.000 54.13
0.618 53.56
HIGH 52.63
0.618 52.06
0.500 51.88
0.382 51.70
LOW 51.13
0.618 50.20
1.000 49.63
1.618 48.70
2.618 47.20
4.250 44.76
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 52.09 52.17
PP 51.98 52.15
S1 51.88 52.14

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

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