NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	51.53	52.12	0.59	1.1%	52.83
High	52.57	53.49	0.92	1.8%	55.32
Low	51.50	51.04	-0.46	-0.9%	49.90
Close	52.26	51.45	-0.81	-1.5%	53.41
Range	1.07	2.45	1.38	129.0%	5.42
ATR	2.31	2.32	0.01	0.4%	0.00
Volume	23,845	27,085	3,240	13.6%	101,554

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.34	57.85	52.80
R3	56.89	55.40	52.12
R2	54.44	54.44	51.90
R1	52.95	52.95	51.67	52.47
PP	51.99	51.99	51.99	51.76
S1	50.50	50.50	51.23	50.02
S2	49.54	49.54	51.00
S3	47.09	48.05	50.78
S4	44.64	45.60	50.10

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	50.99	4.33	8.4%	2.38	4.6%	11%	False	False	21,741
10	55.32	49.90	5.42	10.5%	2.17	4.2%	29%	False	False	18,780
20	60.24	49.90	10.34	20.1%	2.02	3.9%	15%	False	False	13,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	63.90
2.618	59.90
1.618	57.45
1.000	55.94
0.618	55.00
HIGH	53.49
0.618	52.55
0.500	52.27
0.382	51.98
LOW	51.04
0.618	49.53
1.000	48.59
1.618	47.08
2.618	44.63
4.250	40.63

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	52.27	52.24
PP	51.99	51.98
S1	51.72	51.71

Download as Excel Spreadsheet

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

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