NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 58.43 55.93 -2.50 -4.3% 58.07
High 58.43 55.94 -2.49 -4.3% 58.43
Low 55.72 53.83 -1.89 -3.4% 55.72
Close 56.42 54.17 -2.25 -4.0% 56.42
Range 2.71 2.11 -0.60 -22.1% 2.71
ATR 2.25 2.27 0.02 1.1% 0.00
Volume 4,025 2,466 -1,559 -38.7% 12,094
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 60.98 59.68 55.33
R3 58.87 57.57 54.75
R2 56.76 56.76 54.56
R1 55.46 55.46 54.36 55.06
PP 54.65 54.65 54.65 54.44
S1 53.35 53.35 53.98 52.95
S2 52.54 52.54 53.78
S3 50.43 51.24 53.59
S4 48.32 49.13 53.01
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.99 63.41 57.91
R3 62.28 60.70 57.17
R2 59.57 59.57 56.92
R1 57.99 57.99 56.67 57.43
PP 56.86 56.86 56.86 56.57
S1 55.28 55.28 56.17 54.72
S2 54.15 54.15 55.92
S3 51.44 52.57 55.67
S4 48.73 49.86 54.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.43 53.83 4.60 8.5% 2.01 3.7% 7% False True 2,912
10 60.55 53.83 6.72 12.4% 2.17 4.0% 5% False True 3,712
20 67.65 53.83 13.82 25.5% 2.28 4.2% 2% False True 4,226
Crabel Price Patterns
NR True
NR4 False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.91
2.618 61.46
1.618 59.35
1.000 58.05
0.618 57.24
HIGH 55.94
0.618 55.13
0.500 54.89
0.382 54.64
LOW 53.83
0.618 52.53
1.000 51.72
1.618 50.42
2.618 48.31
4.250 44.86
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 54.89 56.13
PP 54.65 55.48
S1 54.41 54.82

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

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