NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	49.93	50.49	0.56	1.1%	51.82
High	51.23	52.27	1.04	2.0%	54.14
Low	49.84	49.33	-0.51	-1.0%	48.33
Close	50.86	49.76	-1.10	-2.2%	52.09
Range	1.39	2.94	1.55	111.5%	5.81
ATR	2.44	2.48	0.04	1.5%	0.00
Volume	27,292	26,915	-377	-1.4%	86,380

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.27	57.46	51.38
R3	56.33	54.52	50.57
R2	53.39	53.39	50.30
R1	51.58	51.58	50.03	51.02
PP	50.45	50.45	50.45	50.17
S1	48.64	48.64	49.49	48.08
S2	47.51	47.51	49.22
S3	44.57	45.70	48.95
S4	41.63	42.76	48.14

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	49.33	4.81	9.7%	2.76	5.6%	9%	False	True	22,047
10	54.14	48.33	5.81	11.7%	2.50	5.0%	25%	False	False	18,369
20	59.25	48.33	10.92	21.9%	2.25	4.5%	13%	False	False	13,464
40	77.08	48.33	28.75	57.8%	2.47	5.0%	5%	False	False	10,545
60	81.61	48.33	33.28	66.9%	2.17	4.4%	4%	False	False	8,296

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	64.77
2.618	59.97
1.618	57.03
1.000	55.21
0.618	54.09
HIGH	52.27
0.618	51.15
0.500	50.80
0.382	50.45
LOW	49.33
0.618	47.51
1.000	46.39
1.618	44.57
2.618	41.63
4.250	36.84

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	50.80	50.80
PP	50.45	50.45
S1	50.11	50.11

Download as Excel Spreadsheet

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

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