NYMEX Light Sweet Crude Oil Future March 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 46.77 48.97 2.20 4.7% 53.05
High 49.39 51.73 2.34 4.7% 53.12
Low 45.65 46.53 0.88 1.9% 47.35
Close 48.96 46.73 -2.23 -4.6% 48.99
Range 3.74 5.20 1.46 39.0% 5.77
ATR 2.71 2.88 0.18 6.6% 0.00
Volume 300,679 402,345 101,666 33.8% 698,379
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 63.93 60.53 49.59
R3 58.73 55.33 48.16
R2 53.53 53.53 47.68
R1 50.13 50.13 47.21 49.23
PP 48.33 48.33 48.33 47.88
S1 44.93 44.93 46.25 44.03
S2 43.13 43.13 45.78
S3 37.93 39.73 45.30
S4 32.73 34.53 43.87
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 51.73 44.78 6.95 14.9% 3.31 7.1% 28% True False 275,372
10 55.51 44.78 10.73 23.0% 2.96 6.3% 18% False False 195,043
20 59.53 44.78 14.75 31.6% 2.93 6.3% 13% False False 127,405
40 77.79 44.78 33.01 70.6% 2.80 6.0% 6% False False 88,404
60 82.19 44.78 37.41 80.1% 2.49 5.3% 5% False False 70,191
80 91.92 44.78 47.14 100.9% 2.40 5.1% 4% False False 61,801
100 93.80 44.78 49.02 104.9% 2.17 4.6% 4% False False 52,711
120 97.39 44.78 52.61 112.6% 1.98 4.2% 4% False False 45,609
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 0.90
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 73.83
2.618 65.34
1.618 60.14
1.000 56.93
0.618 54.94
HIGH 51.73
0.618 49.74
0.500 49.13
0.382 48.52
LOW 46.53
0.618 43.32
1.000 41.33
1.618 38.12
2.618 32.92
4.250 24.43
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 49.13 48.26
PP 48.33 47.75
S1 47.53 47.24

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

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