NYMEX Light Sweet Crude Oil Future September 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	58.40	56.52	-1.88	-3.2%	58.41
High	58.62	56.52	-2.10	-3.6%	58.98
Low	56.21	54.63	-1.58	-2.8%	56.21
Close	57.07	54.89	-2.18	-3.8%	57.07
Range	2.41	1.89	-0.52	-21.6%	2.77
ATR	2.32	2.33	0.01	0.4%	0.00
Volume	5,734	2,980	-2,754	-48.0%	23,602

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	61.02	59.84	55.93
R3	59.13	57.95	55.41
R2	57.24	57.24	55.24
R1	56.06	56.06	55.06	55.71
PP	55.35	55.35	55.35	55.17
S1	54.17	54.17	54.72	53.82
S2	53.46	53.46	54.54
S3	51.57	52.28	54.37
S4	49.68	50.39	53.85

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.73	64.17	58.59
R3	62.96	61.40	57.83
R2	60.19	60.19	57.58
R1	58.63	58.63	57.32	58.03
PP	57.42	57.42	57.42	57.12
S1	55.86	55.86	56.82	55.26
S2	54.65	54.65	56.56
S3	51.88	53.09	56.31
S4	49.11	50.32	55.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.98	54.63	4.35	7.9%	1.90	3.5%	6%	False	True	5,316
10	60.93	54.63	6.30	11.5%	2.08	3.8%	4%	False	True	7,793
20	67.97	54.63	13.34	24.3%	2.24	4.1%	2%	False	True	8,808

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	64.55
2.618	61.47
1.618	59.58
1.000	58.41
0.618	57.69
HIGH	56.52
0.618	55.80
0.500	55.58
0.382	55.35
LOW	54.63
0.618	53.46
1.000	52.74
1.618	51.57
2.618	49.68
4.250	46.60

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	55.58	56.63
PP	55.35	56.05
S1	55.12	55.47

Download as Excel Spreadsheet

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

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