NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 45.13 45.83 0.70 1.6% 49.20
High 46.55 45.83 -0.72 -1.5% 49.20
Low 44.81 44.08 -0.73 -1.6% 45.21
Close 46.23 44.45 -1.78 -3.9% 45.59
Range 1.74 1.75 0.01 0.6% 3.99
ATR 2.69 2.65 -0.04 -1.4% 0.00
Volume 313,141 365,440 52,299 16.7% 1,580,262
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 50.04 48.99 45.41
R3 48.29 47.24 44.93
R2 46.54 46.54 44.77
R1 45.49 45.49 44.61 45.14
PP 44.79 44.79 44.79 44.61
S1 43.74 43.74 44.29 43.39
S2 43.04 43.04 44.13
S3 41.29 41.99 43.97
S4 39.54 40.24 43.49
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 49.09 44.08 5.01 11.3% 2.26 5.1% 7% False True 358,067
10 51.73 44.08 7.65 17.2% 2.77 6.2% 5% False True 367,738
20 55.51 44.08 11.43 25.7% 2.58 5.8% 3% False True 251,406
40 69.74 44.08 25.66 57.7% 2.75 6.2% 1% False True 154,717
60 80.75 44.08 36.67 82.5% 2.59 5.8% 1% False True 115,815
80 88.45 44.08 44.37 99.8% 2.47 5.6% 1% False True 95,993
100 93.22 44.08 49.14 110.6% 2.27 5.1% 1% False True 81,481
120 95.56 44.08 51.48 115.8% 2.07 4.7% 1% False True 69,686
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.27
2.618 50.41
1.618 48.66
1.000 47.58
0.618 46.91
HIGH 45.83
0.618 45.16
0.500 44.96
0.382 44.75
LOW 44.08
0.618 43.00
1.000 42.33
1.618 41.25
2.618 39.50
4.250 36.64
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 44.96 45.32
PP 44.79 45.03
S1 44.62 44.74

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

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