NYMEX Light Sweet Crude Oil Future September 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	56.52	54.98	-1.54	-2.7%	58.41
High	56.52	54.98	-1.54	-2.7%	58.98
Low	54.63	52.60	-2.03	-3.7%	56.21
Close	54.89	52.92	-1.97	-3.6%	57.07
Range	1.89	2.38	0.49	25.9%	2.77
ATR	2.33	2.33	0.00	0.1%	0.00
Volume	2,980	8,223	5,243	175.9%	23,602

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.64	59.16	54.23
R3	58.26	56.78	53.57
R2	55.88	55.88	53.36
R1	54.40	54.40	53.14	53.95
PP	53.50	53.50	53.50	53.28
S1	52.02	52.02	52.70	51.57
S2	51.12	51.12	52.48
S3	48.74	49.64	52.27
S4	46.36	47.26	51.61

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	58.62	52.60	6.02	11.4%	1.94	3.7%	5%	False	True	6,499
10	60.93	52.60	8.33	15.7%	1.98	3.7%	4%	False	True	7,083
20	66.51	52.60	13.91	26.3%	2.29	4.3%	2%	False	True	8,863

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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	65.10
2.618	61.21
1.618	58.83
1.000	57.36
0.618	56.45
HIGH	54.98
0.618	54.07
0.500	53.79
0.382	53.51
LOW	52.60
0.618	51.13
1.000	50.22
1.618	48.75
2.618	46.37
4.250	42.49

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	53.79	55.61
PP	53.50	54.71
S1	53.21	53.82

Download as Excel Spreadsheet

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

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