NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 46.63 45.20 -1.43 -3.1% 49.20
High 47.76 46.41 -1.35 -2.8% 49.20
Low 45.21 44.35 -0.86 -1.9% 45.21
Close 45.59 45.15 -0.44 -1.0% 45.59
Range 2.55 2.06 -0.49 -19.2% 3.99
ATR 2.81 2.76 -0.05 -1.9% 0.00
Volume 374,289 310,638 -63,651 -17.0% 1,580,262
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 51.48 50.38 46.28
R3 49.42 48.32 45.72
R2 47.36 47.36 45.53
R1 46.26 46.26 45.34 45.78
PP 45.30 45.30 45.30 45.07
S1 44.20 44.20 44.96 43.72
S2 43.24 43.24 44.77
S3 41.18 42.14 44.58
S4 39.12 40.08 44.02
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 49.20 44.35 4.85 10.7% 2.47 5.5% 16% False True 378,180
10 51.73 44.35 7.38 16.3% 2.95 6.5% 11% False True 349,674
20 56.96 44.35 12.61 27.9% 2.64 5.9% 6% False True 219,997
40 74.53 44.35 30.18 66.8% 2.88 6.4% 3% False True 139,343
60 82.19 44.35 37.84 83.8% 2.58 5.7% 2% False True 105,366
80 90.26 44.35 45.91 101.7% 2.48 5.5% 2% False True 88,549
100 93.80 44.35 49.45 109.5% 2.27 5.0% 2% False True 75,047
120 95.56 44.35 51.21 113.4% 2.05 4.5% 2% False True 64,214
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 0.85
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.17
2.618 51.80
1.618 49.74
1.000 48.47
0.618 47.68
HIGH 46.41
0.618 45.62
0.500 45.38
0.382 45.14
LOW 44.35
0.618 43.08
1.000 42.29
1.618 41.02
2.618 38.96
4.250 35.60
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 45.38 46.72
PP 45.30 46.20
S1 45.23 45.67

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

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