NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	58.21	55.82	-2.39	-4.1%	50.70
High	58.67	58.38	-0.29	-0.5%	54.44
Low	54.98	54.57	-0.41	-0.7%	50.03
Close	55.40	57.14	1.74	3.1%	54.40
Range	3.69	3.81	0.12	3.3%	4.41
ATR	2.50	2.59	0.09	3.7%	0.00
Volume	40,023	26,473	-13,550	-33.9%	91,568

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.13	66.44	59.24
R3	64.32	62.63	58.19
R2	60.51	60.51	57.84
R1	58.82	58.82	57.49	59.67
PP	56.70	56.70	56.70	57.12
S1	55.01	55.01	56.79	55.86
S2	52.89	52.89	56.44
S3	49.08	51.20	56.09
S4	45.27	47.39	55.04

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	59.92	50.59	9.33	16.3%	3.70	6.5%	70%	False	False	27,988
10	59.92	50.03	9.89	17.3%	2.53	4.4%	72%	False	False	24,908
20	59.92	49.90	10.02	17.5%	2.35	4.1%	72%	False	False	21,844
40	65.37	49.90	15.47	27.1%	2.31	4.0%	47%	False	False	15,636

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	74.57
2.618	68.35
1.618	64.54
1.000	62.19
0.618	60.73
HIGH	58.38
0.618	56.92
0.500	56.48
0.382	56.03
LOW	54.57
0.618	52.22
1.000	50.76
1.618	48.41
2.618	44.60
4.250	38.38

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	56.92	57.25
PP	56.70	57.21
S1	56.48	57.18

Download as Excel Spreadsheet

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

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