NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 48.78 48.92 0.14 0.3% 52.61
High 49.65 49.61 -0.04 -0.1% 52.73
Low 47.73 47.16 -0.57 -1.2% 46.83
Close 48.79 48.36 -0.43 -0.9% 48.36
Range 1.92 2.45 0.53 27.6% 5.90
ATR 2.69 2.68 -0.02 -0.6% 0.00
Volume 362,081 421,007 58,926 16.3% 2,070,595
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.73 54.49 49.71
R3 53.28 52.04 49.03
R2 50.83 50.83 48.81
R1 49.59 49.59 48.58 48.99
PP 48.38 48.38 48.38 48.07
S1 47.14 47.14 48.14 46.54
S2 45.93 45.93 47.91
S3 43.48 44.69 47.69
S4 41.03 42.24 47.01
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.01 63.58 51.61
R3 61.11 57.68 49.98
R2 55.21 55.21 49.44
R1 51.78 51.78 48.90 50.55
PP 49.31 49.31 49.31 48.69
S1 45.88 45.88 47.82 44.65
S2 43.41 43.41 47.28
S3 37.51 39.98 46.74
S4 31.61 34.08 45.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.73 46.83 5.90 12.2% 2.54 5.3% 26% False False 414,119
10 56.59 46.83 9.76 20.2% 2.39 4.9% 16% False False 315,995
20 61.88 46.83 15.05 31.1% 2.86 5.9% 10% False False 292,783
40 77.81 46.83 30.98 64.1% 2.71 5.6% 5% False False 176,819
60 82.97 46.83 36.14 74.7% 2.49 5.1% 4% False False 128,865
80 92.53 46.83 45.70 94.5% 2.34 4.8% 3% False False 102,010
100 93.83 46.83 47.00 97.2% 2.14 4.4% 3% False False 84,097
120 98.68 46.83 51.85 107.2% 1.96 4.0% 3% False False 71,110
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.02
2.618 56.02
1.618 53.57
1.000 52.06
0.618 51.12
HIGH 49.61
0.618 48.67
0.500 48.39
0.382 48.10
LOW 47.16
0.618 45.65
1.000 44.71
1.618 43.20
2.618 40.75
4.250 36.75
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 48.39 48.32
PP 48.38 48.28
S1 48.37 48.24

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

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