NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 49.18 49.43 0.25 0.5% 53.05
High 50.04 50.07 0.03 0.1% 53.12
Low 48.20 47.72 -0.48 -1.0% 47.35
Close 49.28 48.99 -0.29 -0.6% 48.99
Range 1.84 2.35 0.51 27.7% 5.77
ATR 2.64 2.62 -0.02 -0.8% 0.00
Volume 183,040 175,892 -7,148 -3.9% 698,379
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.98 54.83 50.28
R3 53.63 52.48 49.64
R2 51.28 51.28 49.42
R1 50.13 50.13 49.21 49.53
PP 48.93 48.93 48.93 48.63
S1 47.78 47.78 48.77 47.18
S2 46.58 46.58 48.56
S3 44.23 45.43 48.34
S4 41.88 43.08 47.70
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.13 63.83 52.16
R3 61.36 58.06 50.58
R2 55.59 55.59 50.05
R1 52.29 52.29 49.52 51.06
PP 49.82 49.82 49.82 49.20
S1 46.52 46.52 48.46 45.29
S2 44.05 44.05 47.93
S3 38.28 40.75 47.40
S4 32.51 34.98 45.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.12 47.35 5.77 11.8% 2.47 5.0% 28% False False 139,675
10 56.96 47.35 9.61 19.6% 2.34 4.8% 17% False False 90,319
20 62.12 47.35 14.77 30.1% 2.80 5.7% 11% False False 80,922
40 77.79 47.35 30.44 62.1% 2.66 5.4% 5% False False 62,035
60 82.58 47.35 35.23 71.9% 2.44 5.0% 5% False False 53,224
80 92.27 47.35 44.92 91.7% 2.28 4.7% 4% False False 47,682
100 93.80 47.35 46.45 94.8% 2.06 4.2% 4% False False 41,114
120 98.02 47.35 50.67 103.4% 1.89 3.9% 3% False False 35,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.06
2.618 56.22
1.618 53.87
1.000 52.42
0.618 51.52
HIGH 50.07
0.618 49.17
0.500 48.90
0.382 48.62
LOW 47.72
0.618 46.27
1.000 45.37
1.618 43.92
2.618 41.57
4.250 37.73
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 48.96 48.90
PP 48.93 48.80
S1 48.90 48.71

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

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