NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 46.16 48.60 2.44 5.3% 52.61
High 48.91 51.27 2.36 4.8% 52.73
Low 45.01 46.07 1.06 2.4% 46.83
Close 48.48 46.25 -2.23 -4.6% 48.36
Range 3.90 5.20 1.30 33.3% 5.90
ATR 2.76 2.94 0.17 6.3% 0.00
Volume 510,252 478,340 -31,912 -6.3% 2,070,595
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 63.46 60.06 49.11
R3 58.26 54.86 47.68
R2 53.06 53.06 47.20
R1 49.66 49.66 46.73 48.76
PP 47.86 47.86 47.86 47.42
S1 44.46 44.46 45.77 43.56
S2 42.66 42.66 45.30
S3 37.46 39.26 44.82
S4 32.26 34.06 43.39
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 51.27 44.20 7.07 15.3% 3.34 7.2% 29% True False 456,217
10 55.11 44.20 10.91 23.6% 3.01 6.5% 19% False False 419,938
20 59.27 44.20 15.07 32.6% 2.98 6.4% 14% False False 346,205
40 77.81 44.20 33.61 72.7% 2.85 6.2% 6% False False 218,486
60 82.32 44.20 38.12 82.4% 2.55 5.5% 5% False False 157,615
80 92.47 44.20 48.27 104.4% 2.46 5.3% 4% False False 124,637
100 93.83 44.20 49.63 107.3% 2.24 4.8% 4% False False 102,332
120 98.12 44.20 53.92 116.6% 2.05 4.4% 4% False False 86,362
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 0.94
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 73.37
2.618 64.88
1.618 59.68
1.000 56.47
0.618 54.48
HIGH 51.27
0.618 49.28
0.500 48.67
0.382 48.06
LOW 46.07
0.618 42.86
1.000 40.87
1.618 37.66
2.618 32.46
4.250 23.97
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 48.67 47.74
PP 47.86 47.24
S1 47.06 46.75

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

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