NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 46.69 47.35 0.66 1.4% 48.88
High 48.20 49.09 0.89 1.8% 51.73
Low 46.55 45.87 -0.68 -1.5% 44.78
Close 47.78 46.31 -1.47 -3.1% 49.13
Range 1.65 3.22 1.57 95.2% 6.95
ATR 2.80 2.83 0.03 1.1% 0.00
Volume 340,252 426,829 86,577 25.4% 1,605,849
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.75 54.75 48.08
R3 53.53 51.53 47.20
R2 50.31 50.31 46.90
R1 48.31 48.31 46.61 47.70
PP 47.09 47.09 47.09 46.79
S1 45.09 45.09 46.01 44.48
S2 43.87 43.87 45.72
S3 40.65 41.87 45.42
S4 37.43 38.65 44.54
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 45.87 5.86 12.7% 3.17 6.9% 8% False True 402,639
10 51.73 44.78 6.95 15.0% 2.91 6.3% 22% False False 317,075
20 57.91 44.78 13.13 28.4% 2.64 5.7% 12% False False 191,327
40 77.11 44.78 32.33 69.8% 2.87 6.2% 5% False False 123,872
60 82.19 44.78 37.41 80.8% 2.55 5.5% 4% False False 94,739
80 91.92 44.78 47.14 101.8% 2.48 5.4% 3% False False 80,589
100 93.80 44.78 49.02 105.9% 2.25 4.9% 3% False False 68,489
120 95.56 44.78 50.78 109.7% 2.03 4.4% 3% False False 58,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.78
2.618 57.52
1.618 54.30
1.000 52.31
0.618 51.08
HIGH 49.09
0.618 47.86
0.500 47.48
0.382 47.10
LOW 45.87
0.618 43.88
1.000 42.65
1.618 40.66
2.618 37.44
4.250 32.19
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 47.48 47.54
PP 47.09 47.13
S1 46.70 46.72

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

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