NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 44.43 44.63 0.20 0.5% 45.20
High 44.96 48.35 3.39 7.5% 48.35
Low 43.58 44.31 0.73 1.7% 43.58
Close 44.53 48.24 3.71 8.3% 48.24
Range 1.38 4.04 2.66 192.8% 4.77
ATR 2.56 2.66 0.11 4.1% 0.00
Volume 300,732 454,142 153,410 51.0% 1,744,093
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.09 57.70 50.46
R3 55.05 53.66 49.35
R2 51.01 51.01 48.98
R1 49.62 49.62 48.61 50.32
PP 46.97 46.97 46.97 47.31
S1 45.58 45.58 47.87 46.28
S2 42.93 42.93 47.50
S3 38.89 41.54 47.13
S4 34.85 37.50 46.02
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 61.03 59.41 50.86
R3 56.26 54.64 49.55
R2 51.49 51.49 49.11
R1 49.87 49.87 48.68 50.68
PP 46.72 46.72 46.72 47.13
S1 45.10 45.10 47.80 45.91
S2 41.95 41.95 47.37
S3 37.18 40.33 46.93
S4 32.41 35.56 45.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.35 43.58 4.77 9.9% 2.19 4.5% 98% True False 348,818
10 49.34 43.58 5.76 11.9% 2.42 5.0% 81% False False 372,923
20 55.51 43.58 11.93 24.7% 2.69 5.6% 39% False False 283,983
40 68.43 43.58 24.85 51.5% 2.68 5.6% 19% False False 170,541
60 79.65 43.58 36.07 74.8% 2.61 5.4% 13% False False 127,634
80 87.79 43.58 44.21 91.6% 2.49 5.2% 11% False False 104,311
100 92.32 43.58 48.74 101.0% 2.30 4.8% 10% False False 88,767
120 95.38 43.58 51.80 107.4% 2.10 4.4% 9% False False 75,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 65.52
2.618 58.93
1.618 54.89
1.000 52.39
0.618 50.85
HIGH 48.35
0.618 46.81
0.500 46.33
0.382 45.85
LOW 44.31
0.618 41.81
1.000 40.27
1.618 37.77
2.618 33.73
4.250 27.14
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 47.60 47.48
PP 46.97 46.72
S1 46.33 45.97

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

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