NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	53.91	52.83	-1.08	-2.0%	56.52
High	53.91	52.89	-1.02	-1.9%	56.52
Low	52.09	51.01	-1.08	-2.1%	52.09
Close	53.45	51.51	-1.94	-3.6%	53.45
Range	1.82	1.88	0.06	3.3%	4.43
ATR	2.18	2.20	0.02	0.8%	0.00
Volume	8,808	19,002	10,194	115.7%	51,549

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.44	56.36	52.54
R3	55.56	54.48	52.03
R2	53.68	53.68	51.85
R1	52.60	52.60	51.68	52.20
PP	51.80	51.80	51.80	51.61
S1	50.72	50.72	51.34	50.32
S2	49.92	49.92	51.17
S3	48.04	48.84	50.99
S4	46.16	46.96	50.48

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	54.98	51.01	3.97	7.7%	1.79	3.5%	13%	False	True	13,514
10	58.98	51.01	7.97	15.5%	1.85	3.6%	6%	False	True	9,415
20	61.90	51.01	10.89	21.1%	2.24	4.4%	5%	False	True	10,063

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	60.88
2.618	57.81
1.618	55.93
1.000	54.77
0.618	54.05
HIGH	52.89
0.618	52.17
0.500	51.95
0.382	51.73
LOW	51.01
0.618	49.85
1.000	49.13
1.618	47.97
2.618	46.09
4.250	43.02

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	51.95	52.46
PP	51.80	52.14
S1	51.66	51.83

Download as Excel Spreadsheet

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

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