NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	52.81	53.19	0.38	0.7%	55.93
High	52.88	53.30	0.42	0.8%	55.94
Low	51.84	51.42	-0.42	-0.8%	51.34
Close	52.83	52.77	-0.06	-0.1%	52.77
Range	1.04	1.88	0.84	80.8%	4.60
ATR	2.17	2.15	-0.02	-1.0%	0.00
Volume	6,079	7,324	1,245	20.5%	33,194

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.14	57.33	53.80
R3	56.26	55.45	53.29
R2	54.38	54.38	53.11
R1	53.57	53.57	52.94	53.04
PP	52.50	52.50	52.50	52.23
S1	51.69	51.69	52.60	51.16
S2	50.62	50.62	52.43
S3	48.74	49.81	52.25
S4	46.86	47.93	51.74

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.15	64.56	55.30
R3	62.55	59.96	54.04
R2	57.95	57.95	53.61
R1	55.36	55.36	53.19	54.36
PP	53.35	53.35	53.35	52.85
S1	50.76	50.76	52.35	49.76
S2	48.75	48.75	51.93
S3	44.15	46.16	51.51
S4	39.55	41.56	50.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.94	51.34	4.60	8.7%	1.88	3.6%	31%	False	False	6,638
10	59.10	51.34	7.76	14.7%	1.90	3.6%	18%	False	False	4,729
20	63.27	51.34	11.93	22.6%	2.30	4.4%	12%	False	False	4,888
40	77.94	51.34	26.60	50.4%	2.07	3.9%	5%	False	False	4,114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	61.29
2.618	58.22
1.618	56.34
1.000	55.18
0.618	54.46
HIGH	53.30
0.618	52.58
0.500	52.36
0.382	52.14
LOW	51.42
0.618	50.26
1.000	49.54
1.618	48.38
2.618	46.50
4.250	43.43

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	52.63	52.62
PP	52.50	52.47
S1	52.36	52.32

Download as Excel Spreadsheet

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

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