NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 45.69 46.16 0.47 1.0% 52.61
High 46.79 48.91 2.12 4.5% 52.73
Low 44.20 45.01 0.81 1.8% 46.83
Close 45.89 48.48 2.59 5.6% 48.36
Range 2.59 3.90 1.31 50.6% 5.90
ATR 2.67 2.76 0.09 3.3% 0.00
Volume 476,541 510,252 33,711 7.1% 2,070,595
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.17 57.72 50.63
R3 55.27 53.82 49.55
R2 51.37 51.37 49.20
R1 49.92 49.92 48.84 50.65
PP 47.47 47.47 47.47 47.83
S1 46.02 46.02 48.12 46.75
S2 43.57 43.57 47.77
S3 39.67 42.12 47.41
S4 35.77 38.22 46.34
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 11.2% 2.69 5.5% 79% False False 432,965
10 55.11 44.20 10.91 22.5% 2.64 5.5% 39% False False 395,455
20 59.27 44.20 15.07 31.1% 2.89 6.0% 28% False False 336,910
40 77.81 44.20 33.61 69.3% 2.75 5.7% 13% False False 207,480
60 82.32 44.20 38.12 78.6% 2.49 5.1% 11% False False 150,044
80 92.47 44.20 48.27 99.6% 2.41 5.0% 9% False False 118,792
100 93.83 44.20 49.63 102.4% 2.19 4.5% 9% False False 97,659
120 98.21 44.20 54.01 111.4% 2.01 4.2% 8% False False 82,412
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 0.70
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 65.49
2.618 59.12
1.618 55.22
1.000 52.81
0.618 51.32
HIGH 48.91
0.618 47.42
0.500 46.96
0.382 46.50
LOW 45.01
0.618 42.60
1.000 41.11
1.618 38.70
2.618 34.80
4.250 28.44
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 47.97 47.84
PP 47.47 47.20
S1 46.96 46.56

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

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