NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	55.93	54.28	-1.65	-3.0%	58.07
High	55.94	54.28	-1.66	-3.0%	58.43
Low	53.83	51.78	-2.05	-3.8%	55.72
Close	54.17	52.23	-1.94	-3.6%	56.42
Range	2.11	2.50	0.39	18.5%	2.71
ATR	2.27	2.29	0.02	0.7%	0.00
Volume	2,466	5,327	2,861	116.0%	12,094

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.26	58.75	53.61
R3	57.76	56.25	52.92
R2	55.26	55.26	52.69
R1	53.75	53.75	52.46	53.26
PP	52.76	52.76	52.76	52.52
S1	51.25	51.25	52.00	50.76
S2	50.26	50.26	51.77
S3	47.76	48.75	51.54
S4	45.26	46.25	50.86

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	51.78	6.65	12.7%	2.07	4.0%	7%	False	True	3,705
10	60.55	51.78	8.77	16.8%	2.07	4.0%	5%	False	True	3,663
20	66.34	51.78	14.56	27.9%	2.34	4.5%	3%	False	True	4,365
40	79.78	51.78	28.00	53.6%	2.03	3.9%	2%	False	True	3,646

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.91
2.618	60.83
1.618	58.33
1.000	56.78
0.618	55.83
HIGH	54.28
0.618	53.33
0.500	53.03
0.382	52.74
LOW	51.78
0.618	50.24
1.000	49.28
1.618	47.74
2.618	45.24
4.250	41.16

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	53.03	55.11
PP	52.76	54.15
S1	52.50	53.19

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols