NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 48.19 45.69 -2.50 -5.2% 52.61
High 48.19 46.79 -1.40 -2.9% 52.73
Low 45.62 44.20 -1.42 -3.1% 46.83
Close 46.07 45.89 -0.18 -0.4% 48.36
Range 2.57 2.59 0.02 0.8% 5.90
ATR 2.68 2.67 -0.01 -0.2% 0.00
Volume 394,946 476,541 81,595 20.7% 2,070,595
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 53.40 52.23 47.31
R3 50.81 49.64 46.60
R2 48.22 48.22 46.36
R1 47.05 47.05 46.13 47.64
PP 45.63 45.63 45.63 45.92
S1 44.46 44.46 45.65 45.05
S2 43.04 43.04 45.42
S3 40.45 41.87 45.18
S4 37.86 39.28 44.47
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 49.65 44.20 5.45 11.9% 2.40 5.2% 31% False True 422,931
10 55.11 44.20 10.91 23.8% 2.42 5.3% 15% False True 366,286
20 59.27 44.20 15.07 32.8% 2.88 6.3% 11% False True 321,145
40 77.81 44.20 33.61 73.2% 2.73 5.9% 5% False True 196,081
60 82.87 44.20 38.67 84.3% 2.46 5.4% 4% False True 142,077
80 92.47 44.20 48.27 105.2% 2.38 5.2% 4% False True 112,589
100 93.83 44.20 49.63 108.1% 2.17 4.7% 3% False True 92,622
120 98.68 44.20 54.48 118.7% 1.99 4.3% 3% False True 78,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.80
2.618 53.57
1.618 50.98
1.000 49.38
0.618 48.39
HIGH 46.79
0.618 45.80
0.500 45.50
0.382 45.19
LOW 44.20
0.618 42.60
1.000 41.61
1.618 40.01
2.618 37.42
4.250 33.19
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 45.76 46.91
PP 45.63 46.57
S1 45.50 46.23

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

View Archives - Comment on this page... - Back to Index of Symbols