NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	50.62	52.17	1.55	3.1%	56.52
High	53.63	55.32	1.69	3.2%	56.52
Low	50.51	51.23	0.72	1.4%	52.09
Close	53.17	51.29	-1.88	-3.5%	53.45
Range	3.12	4.09	0.97	31.1%	4.43
ATR	2.24	2.38	0.13	5.9%	0.00
Volume	23,177	20,222	-2,955	-12.7%	51,549

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.88	62.18	53.54
R3	60.79	58.09	52.41
R2	56.70	56.70	52.04
R1	54.00	54.00	51.66	53.31
PP	52.61	52.61	52.61	52.27
S1	49.91	49.91	50.92	49.22
S2	48.52	48.52	50.54
S3	44.43	45.82	50.17
S4	40.34	41.73	49.04

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	55.32	49.90	5.42	10.6%	2.56	5.0%	26%	True	False	17,188
10	58.62	49.90	8.72	17.0%	2.23	4.4%	16%	False	False	13,441
20	60.97	49.90	11.07	21.6%	2.34	4.6%	13%	False	False	11,275

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	72.70
2.618	66.03
1.618	61.94
1.000	59.41
0.618	57.85
HIGH	55.32
0.618	53.76
0.500	53.28
0.382	52.79
LOW	51.23
0.618	48.70
1.000	47.14
1.618	44.61
2.618	40.52
4.250	33.85

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	53.28	52.61
PP	52.61	52.17
S1	51.95	51.73

Download as Excel Spreadsheet

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

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