NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 49.69 51.83 2.14 4.3% 55.22
High 52.15 54.14 1.99 3.8% 55.35
Low 48.80 49.69 0.89 1.8% 50.55
Close 51.80 49.85 -1.95 -3.8% 52.08
Range 3.35 4.45 1.10 32.8% 4.80
ATR 2.35 2.50 0.15 6.4% 0.00
Volume 18,823 21,292 2,469 13.1% 73,605
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.58 61.66 52.30
R3 60.13 57.21 51.07
R2 55.68 55.68 50.67
R1 52.76 52.76 50.26 52.00
PP 51.23 51.23 51.23 50.84
S1 48.31 48.31 49.44 47.55
S2 46.78 46.78 49.03
S3 42.33 43.86 48.63
S4 37.88 39.41 47.40
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 54.14 48.33 5.81 11.7% 2.82 5.7% 26% True False 15,722
10 57.31 48.33 8.98 18.0% 2.49 5.0% 17% False False 14,431
20 60.41 48.33 12.08 24.2% 2.52 5.1% 13% False False 10,998
40 77.60 48.33 29.27 58.7% 2.40 4.8% 5% False False 8,836
60 81.61 48.33 33.28 66.8% 2.11 4.2% 5% False False 7,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 73.05
2.618 65.79
1.618 61.34
1.000 58.59
0.618 56.89
HIGH 54.14
0.618 52.44
0.500 51.92
0.382 51.39
LOW 49.69
0.618 46.94
1.000 45.24
1.618 42.49
2.618 38.04
4.250 30.78
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 51.92 51.24
PP 51.23 50.77
S1 50.54 50.31

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

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