NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 49.83 51.73 1.90 3.8% 51.82
High 52.21 52.00 -0.21 -0.4% 54.14
Low 49.59 49.59 0.00 0.0% 48.33
Close 52.09 49.68 -2.41 -4.6% 52.09
Range 2.62 2.41 -0.21 -8.0% 5.81
ATR 2.51 2.51 0.00 0.0% 0.00
Volume 22,139 12,601 -9,538 -43.1% 86,380
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.65 56.08 51.01
R3 55.24 53.67 50.34
R2 52.83 52.83 50.12
R1 51.26 51.26 49.90 50.84
PP 50.42 50.42 50.42 50.22
S1 48.85 48.85 49.46 48.43
S2 48.01 48.01 49.24
S3 45.60 46.44 49.02
S4 43.19 44.03 48.35
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 68.95 66.33 55.29
R3 63.14 60.52 53.69
R2 57.33 57.33 53.16
R1 54.71 54.71 52.62 56.02
PP 51.52 51.52 51.52 52.18
S1 48.90 48.90 51.56 50.21
S2 45.71 45.71 51.02
S3 39.90 43.09 50.49
S4 34.09 37.28 48.89
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% 2.97 6.0% 23% False False 17,394
10 54.14 48.33 5.81 11.7% 2.52 5.1% 23% False False 16,623
20 59.92 48.33 11.59 23.3% 2.35 4.7% 12% False False 11,568
40 77.60 48.33 29.27 58.9% 2.45 4.9% 5% False False 9,534
60 81.61 48.33 33.28 67.0% 2.15 4.3% 4% False False 7,556
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.24
2.618 58.31
1.618 55.90
1.000 54.41
0.618 53.49
HIGH 52.00
0.618 51.08
0.500 50.80
0.382 50.51
LOW 49.59
0.618 48.10
1.000 47.18
1.618 45.69
2.618 43.28
4.250 39.35
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 50.80 51.87
PP 50.42 51.14
S1 50.05 50.41

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

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