NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	52.17	51.60	-0.57	-1.1%	52.83
High	55.32	53.52	-1.80	-3.3%	55.32
Low	51.23	51.42	0.19	0.4%	49.90
Close	51.29	53.41	2.12	4.1%	53.41
Range	4.09	2.10	-1.99	-48.7%	5.42
ATR	2.38	2.37	-0.01	-0.4%	0.00
Volume	20,222	24,418	4,196	20.7%	101,554

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.08	58.35	54.57
R3	56.98	56.25	53.99
R2	54.88	54.88	53.80
R1	54.15	54.15	53.60	54.52
PP	52.78	52.78	52.78	52.97
S1	52.05	52.05	53.22	52.42
S2	50.68	50.68	53.03
S3	48.58	49.95	52.83
S4	46.48	47.85	52.26

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.14	66.69	56.39
R3	63.72	61.27	54.90
R2	58.30	58.30	54.40
R1	55.85	55.85	53.91	57.08
PP	52.88	52.88	52.88	53.49
S1	50.43	50.43	52.91	51.66
S2	47.46	47.46	52.42
S3	42.04	45.01	51.92
S4	36.62	39.59	50.43

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	10.1%	2.61	4.9%	65%	False	False	20,310
10	56.52	49.90	6.62	12.4%	2.20	4.1%	53%	False	False	15,310
20	60.97	49.90	11.07	20.7%	2.26	4.2%	32%	False	False	11,923

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	62.45
2.618	59.02
1.618	56.92
1.000	55.62
0.618	54.82
HIGH	53.52
0.618	52.72
0.500	52.47
0.382	52.22
LOW	51.42
0.618	50.12
1.000	49.32
1.618	48.02
2.618	45.92
4.250	42.50

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	53.10	53.25
PP	52.78	53.08
S1	52.47	52.92

Download as Excel Spreadsheet

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

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