NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 30-Jan-2015

Day Change Summary
	Previous	Current
	29-Jan-2015	30-Jan-2015	Change	Change %	Previous Week
Open	50.68	50.88	0.20	0.4%	50.70
High	51.13	54.44	3.31	6.5%	54.44
Low	50.03	50.59	0.56	1.1%	50.03
Close	50.94	54.40	3.46	6.8%	54.40
Range	1.10	3.85	2.75	250.0%	4.41
ATR	2.03	2.16	0.13	6.4%	0.00
Volume	21,098	19,260	-1,838	-8.7%	91,568

Daily Pivots for day following 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.69	63.40	56.52
R3	60.84	59.55	55.46
R2	56.99	56.99	55.11
R1	55.70	55.70	54.75	56.35
PP	53.14	53.14	53.14	53.47
S1	51.85	51.85	54.05	52.50
S2	49.29	49.29	53.69
S3	45.44	48.00	53.34
S4	41.59	44.15	52.28

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.19	64.70	56.83
R3	61.78	60.29	55.61
R2	57.37	57.37	55.21
R1	55.88	55.88	54.80	56.63
PP	52.96	52.96	52.96	53.33
S1	51.47	51.47	54.00	52.22
S2	48.55	48.55	53.59
S3	44.14	47.06	53.19
S4	39.73	42.65	51.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.44	50.03	4.41	8.1%	1.82	3.3%	99%	True	False	18,313
10	54.44	50.03	4.41	8.1%	1.85	3.4%	99%	True	False	21,688
20	58.62	49.90	8.72	16.0%	2.04	3.8%	52%	False	False	17,565

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	0.34
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	70.80
2.618	64.52
1.618	60.67
1.000	58.29
0.618	56.82
HIGH	54.44
0.618	52.97
0.500	52.52
0.382	52.06
LOW	50.59
0.618	48.21
1.000	46.74
1.618	44.36
2.618	40.51
4.250	34.23

Fisher Pivots for day following 30-Jan-2015
Pivot	1 day	3 day
R1	53.77	53.68
PP	53.14	52.96
S1	52.52	52.24

Download as Excel Spreadsheet

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

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