NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 46.35 48.69 2.34 5.0% 48.19
High 48.87 48.77 -0.10 -0.2% 51.27
Low 45.95 45.89 -0.06 -0.1% 44.20
Close 48.69 46.39 -2.30 -4.7% 48.69
Range 2.92 2.88 -0.04 -1.4% 7.07
ATR 2.93 2.93 0.00 -0.1% 0.00
Volume 175,626 175,626 0 0.0% 2,035,705
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.66 53.90 47.97
R3 52.78 51.02 47.18
R2 49.90 49.90 46.92
R1 48.14 48.14 46.65 47.58
PP 47.02 47.02 47.02 46.74
S1 45.26 45.26 46.13 44.70
S2 44.14 44.14 45.86
S3 41.26 42.38 45.60
S4 38.38 39.50 44.81
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 69.26 66.05 52.58
R3 62.19 58.98 50.63
R2 55.12 55.12 49.99
R1 51.91 51.91 49.34 53.52
PP 48.05 48.05 48.05 48.86
S1 44.84 44.84 48.04 46.45
S2 40.98 40.98 47.39
S3 33.91 37.77 46.75
S4 26.84 30.70 44.80
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 15.2% 3.50 7.5% 31% False False 363,277
10 51.27 44.20 7.07 15.2% 2.97 6.4% 31% False False 390,614
20 58.53 44.20 14.33 30.9% 2.80 6.0% 15% False False 324,055
40 77.81 44.20 33.61 72.5% 2.90 6.3% 7% False False 225,597
60 82.32 44.20 38.12 82.2% 2.57 5.6% 6% False False 162,620
80 92.47 44.20 48.27 104.1% 2.50 5.4% 5% False False 128,674
100 93.83 44.20 49.63 107.0% 2.28 4.9% 4% False False 105,696
120 97.42 44.20 53.22 114.7% 2.08 4.5% 4% False False 89,173
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.84
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.01
2.618 56.31
1.618 53.43
1.000 51.65
0.618 50.55
HIGH 48.77
0.618 47.67
0.500 47.33
0.382 46.99
LOW 45.89
0.618 44.11
1.000 43.01
1.618 41.23
2.618 38.35
4.250 33.65
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 47.33 48.58
PP 47.02 47.85
S1 46.70 47.12

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

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