NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 47.35 46.63 -0.72 -1.5% 49.20
High 49.09 47.76 -1.33 -2.7% 49.20
Low 45.87 45.21 -0.66 -1.4% 45.21
Close 46.31 45.59 -0.72 -1.6% 45.59
Range 3.22 2.55 -0.67 -20.8% 3.99
ATR 2.83 2.81 -0.02 -0.7% 0.00
Volume 426,829 374,289 -52,540 -12.3% 1,580,262
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 53.84 52.26 46.99
R3 51.29 49.71 46.29
R2 48.74 48.74 46.06
R1 47.16 47.16 45.82 46.68
PP 46.19 46.19 46.19 45.94
S1 44.61 44.61 45.36 44.13
S2 43.64 43.64 45.12
S3 41.09 42.06 44.89
S4 38.54 39.51 44.19
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 58.64 56.10 47.78
R3 54.65 52.11 46.69
R2 50.66 50.66 46.32
R1 48.12 48.12 45.96 47.40
PP 46.67 46.67 46.67 46.30
S1 44.13 44.13 45.22 43.41
S2 42.68 42.68 44.86
S3 38.69 40.14 44.49
S4 34.70 36.15 43.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.34 45.21 4.13 9.1% 2.64 5.8% 9% False True 397,028
10 51.73 44.78 6.95 15.2% 2.98 6.5% 12% False False 336,200
20 57.50 44.78 12.72 27.9% 2.64 5.8% 6% False False 206,871
40 76.66 44.78 31.88 69.9% 2.89 6.3% 3% False False 132,246
60 82.19 44.78 37.41 82.1% 2.56 5.6% 2% False False 100,556
80 91.92 44.78 47.14 103.4% 2.50 5.5% 2% False False 84,939
100 93.80 44.78 49.02 107.5% 2.27 5.0% 2% False False 72,103
120 95.56 44.78 50.78 111.4% 2.04 4.5% 2% False False 61,703
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 0.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.60
2.618 54.44
1.618 51.89
1.000 50.31
0.618 49.34
HIGH 47.76
0.618 46.79
0.500 46.49
0.382 46.18
LOW 45.21
0.618 43.63
1.000 42.66
1.618 41.08
2.618 38.53
4.250 34.37
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 46.49 47.15
PP 46.19 46.63
S1 45.89 46.11

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

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