NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 48.46 49.18 0.72 1.5% 55.45
High 49.78 50.04 0.26 0.5% 56.12
Low 47.35 48.20 0.85 1.8% 52.46
Close 49.08 49.28 0.20 0.4% 53.11
Range 2.43 1.84 -0.59 -24.3% 3.66
ATR 2.70 2.64 -0.06 -2.3% 0.00
Volume 162,091 183,040 20,949 12.9% 175,851
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 54.69 53.83 50.29
R3 52.85 51.99 49.79
R2 51.01 51.01 49.62
R1 50.15 50.15 49.45 50.58
PP 49.17 49.17 49.17 49.39
S1 48.31 48.31 49.11 48.74
S2 47.33 47.33 48.94
S3 45.49 46.47 48.77
S4 43.65 44.63 48.27
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.88 62.65 55.12
R3 61.22 58.99 54.12
R2 57.56 57.56 53.78
R1 55.33 55.33 53.45 54.62
PP 53.90 53.90 53.90 53.54
S1 51.67 51.67 52.77 50.96
S2 50.24 50.24 52.44
S3 46.58 48.01 52.10
S4 42.92 44.35 51.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.51 47.35 8.16 16.6% 2.61 5.3% 24% False False 114,714
10 57.50 47.35 10.15 20.6% 2.31 4.7% 19% False False 77,543
20 63.67 47.35 16.32 33.1% 2.83 5.7% 12% False False 75,027
40 77.90 47.35 30.55 62.0% 2.63 5.3% 6% False False 58,433
60 83.57 47.35 36.22 73.5% 2.46 5.0% 5% False False 50,822
80 92.32 47.35 44.97 91.3% 2.28 4.6% 4% False False 45,670
100 93.80 47.35 46.45 94.3% 2.05 4.2% 4% False False 39,467
120 98.02 47.35 50.67 102.8% 1.88 3.8% 4% False False 34,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.62
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.86
2.618 54.86
1.618 53.02
1.000 51.88
0.618 51.18
HIGH 50.04
0.618 49.34
0.500 49.12
0.382 48.90
LOW 48.20
0.618 47.06
1.000 46.36
1.618 45.22
2.618 43.38
4.250 40.38
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 49.23 49.22
PP 49.17 49.16
S1 49.12 49.10

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

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