NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 48.97 46.73 -2.24 -4.6% 48.88
High 51.73 49.34 -2.39 -4.6% 51.73
Low 46.53 46.40 -0.13 -0.3% 44.78
Close 46.73 49.13 2.40 5.1% 49.13
Range 5.20 2.94 -2.26 -43.5% 6.95
ATR 2.88 2.89 0.00 0.1% 0.00
Volume 402,345 404,879 2,534 0.6% 1,605,849
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.11 56.06 50.75
R3 54.17 53.12 49.94
R2 51.23 51.23 49.67
R1 50.18 50.18 49.40 50.71
PP 48.29 48.29 48.29 48.55
S1 47.24 47.24 48.86 47.77
S2 45.35 45.35 48.59
S3 42.41 44.30 48.32
S4 39.47 41.36 47.51
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 69.40 66.21 52.95
R3 62.45 59.26 51.04
R2 55.50 55.50 50.40
R1 52.31 52.31 49.77 53.91
PP 48.55 48.55 48.55 49.34
S1 45.36 45.36 48.49 46.96
S2 41.60 41.60 47.86
S3 34.65 38.41 47.22
S4 27.70 31.46 45.31
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 14.1% 3.43 7.0% 63% False False 321,169
10 53.12 44.78 8.34 17.0% 2.95 6.0% 52% False False 230,422
20 59.31 44.78 14.53 29.6% 2.85 5.8% 30% False False 143,194
40 77.79 44.78 33.01 67.2% 2.81 5.7% 13% False False 97,682
60 82.19 44.78 37.41 76.1% 2.52 5.1% 12% False False 76,385
80 91.92 44.78 47.14 95.9% 2.43 4.9% 9% False False 66,674
100 93.80 44.78 49.02 99.8% 2.19 4.5% 9% False False 56,674
120 96.85 44.78 52.07 106.0% 1.99 4.1% 8% False False 48,879
Crabel Price Patterns
NR True
NR4 False
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 0.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.84
2.618 57.04
1.618 54.10
1.000 52.28
0.618 51.16
HIGH 49.34
0.618 48.22
0.500 47.87
0.382 47.52
LOW 46.40
0.618 44.58
1.000 43.46
1.618 41.64
2.618 38.70
4.250 33.91
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 48.71 48.98
PP 48.29 48.84
S1 47.87 48.69

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

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