NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 52.55 51.82 -0.73 -1.4% 55.22
High 52.71 51.89 -0.82 -1.6% 55.35
Low 50.79 49.55 -1.24 -2.4% 50.55
Close 52.08 49.99 -2.09 -4.0% 52.08
Range 1.92 2.34 0.42 21.9% 4.80
ATR 2.28 2.30 0.02 0.8% 0.00
Volume 14,371 12,009 -2,362 -16.4% 73,605
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.50 56.08 51.28
R3 55.16 53.74 50.63
R2 52.82 52.82 50.42
R1 51.40 51.40 50.20 50.94
PP 50.48 50.48 50.48 50.25
S1 49.06 49.06 49.78 48.60
S2 48.14 48.14 49.56
S3 45.80 46.72 49.35
S4 43.46 44.38 48.70
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 53.72 49.55 4.17 8.3% 2.08 4.2% 11% False True 15,853
10 57.99 49.55 8.44 16.9% 2.04 4.1% 5% False True 10,842
20 61.35 49.55 11.80 23.6% 2.41 4.8% 4% False True 9,841
40 77.60 49.55 28.05 56.1% 2.31 4.6% 2% False True 7,839
60 81.63 49.55 32.08 64.2% 2.06 4.1% 1% False True 6,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.84
2.618 58.02
1.618 55.68
1.000 54.23
0.618 53.34
HIGH 51.89
0.618 51.00
0.500 50.72
0.382 50.44
LOW 49.55
0.618 48.10
1.000 47.21
1.618 45.76
2.618 43.42
4.250 39.61
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 50.72 51.13
PP 50.48 50.75
S1 50.23 50.37

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

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