NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	51.89	52.55	0.66	1.3%	55.22
High	52.63	52.71	0.08	0.2%	55.35
Low	51.13	50.79	-0.34	-0.7%	50.55
Close	52.19	52.08	-0.11	-0.2%	52.08
Range	1.50	1.92	0.42	28.0%	4.80
ATR	2.31	2.28	-0.03	-1.2%	0.00
Volume	16,131	14,371	-1,760	-10.9%	73,605

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.62	56.77	53.14
R3	55.70	54.85	52.61
R2	53.78	53.78	52.43
R1	52.93	52.93	52.26	52.40
PP	51.86	51.86	51.86	51.59
S1	51.01	51.01	51.90	50.48
S2	49.94	49.94	51.73
S3	48.02	49.09	51.55
S4	46.10	47.17	51.02

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.06	64.37	54.72
R3	62.26	59.57	53.40
R2	57.46	57.46	52.96
R1	54.77	54.77	52.52	53.72
PP	52.66	52.66	52.66	52.13
S1	49.97	49.97	51.64	48.92
S2	47.86	47.86	51.20
S3	43.06	45.17	50.76
S4	38.26	40.37	49.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.35	50.55	4.80	9.2%	2.05	3.9%	32%	False	False	14,721
10	58.60	50.55	8.05	15.5%	1.99	3.8%	19%	False	False	10,070
20	63.05	50.55	12.50	24.0%	2.39	4.6%	12%	False	False	9,650
40	77.94	50.55	27.39	52.6%	2.28	4.4%	6%	False	False	7,631
60	81.63	50.55	31.08	59.7%	2.05	3.9%	5%	False	False	6,279

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	60.87
2.618	57.74
1.618	55.82
1.000	54.63
0.618	53.90
HIGH	52.71
0.618	51.98
0.500	51.75
0.382	51.52
LOW	50.79
0.618	49.60
1.000	48.87
1.618	47.68
2.618	45.76
4.250	42.63

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	51.97	51.93
PP	51.86	51.78
S1	51.75	51.63

Download as Excel Spreadsheet

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

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