NYMEX Light Sweet Crude Oil Future September 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	53.25	53.91	0.66	1.2%	56.52
High	53.59	53.91	0.32	0.6%	56.52
Low	52.47	52.09	-0.38	-0.7%	52.09
Close	53.46	53.45	-0.01	0.0%	53.45
Range	1.12	1.82	0.70	62.5%	4.43
ATR	2.21	2.18	-0.03	-1.3%	0.00
Volume	13,370	8,808	-4,562	-34.1%	51,549

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.61	57.85	54.45
R3	56.79	56.03	53.95
R2	54.97	54.97	53.78
R1	54.21	54.21	53.62	53.68
PP	53.15	53.15	53.15	52.89
S1	52.39	52.39	53.28	51.86
S2	51.33	51.33	53.12
S3	49.51	50.57	52.95
S4	47.69	48.75	52.45

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.31	64.81	55.89
R3	62.88	60.38	54.67
R2	58.45	58.45	54.26
R1	55.95	55.95	53.86	54.99
PP	54.02	54.02	54.02	53.54
S1	51.52	51.52	53.04	50.56
S2	49.59	49.59	52.64
S3	45.16	47.09	52.23
S4	40.73	42.66	51.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.52	52.09	4.43	8.3%	1.79	3.4%	31%	False	True	10,309
10	59.67	52.09	7.58	14.2%	1.83	3.4%	18%	False	True	8,303
20	63.50	52.09	11.41	21.3%	2.23	4.2%	12%	False	True	9,517

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	0.36
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	61.65
2.618	58.67
1.618	56.85
1.000	55.73
0.618	55.03
HIGH	53.91
0.618	53.21
0.500	53.00
0.382	52.79
LOW	52.09
0.618	50.97
1.000	50.27
1.618	49.15
2.618	47.33
4.250	44.36

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	53.30	53.30
PP	53.15	53.15
S1	53.00	53.00

Download as Excel Spreadsheet

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

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