NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 54.70 54.78 0.08 0.1% 55.96
High 54.96 56.05 1.09 2.0% 56.54
Low 53.46 52.99 -0.47 -0.9% 52.99
Close 54.26 53.69 -0.57 -1.1% 53.69
Range 1.50 3.06 1.56 104.0% 3.55
ATR 2.58 2.62 0.03 1.3% 0.00
Volume 24,922 23,483 -1,439 -5.8% 83,015
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 63.42 61.62 55.37
R3 60.36 58.56 54.53
R2 57.30 57.30 54.25
R1 55.50 55.50 53.97 54.87
PP 54.24 54.24 54.24 53.93
S1 52.44 52.44 53.41 51.81
S2 51.18 51.18 53.13
S3 48.12 49.38 52.85
S4 45.06 46.32 52.01
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.06 62.92 55.64
R3 61.51 59.37 54.67
R2 57.96 57.96 54.34
R1 55.82 55.82 54.02 55.12
PP 54.41 54.41 54.41 54.05
S1 52.27 52.27 53.36 51.57
S2 50.86 50.86 53.04
S3 47.31 48.72 52.71
S4 43.76 45.17 51.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.38 52.99 4.39 8.2% 2.14 4.0% 16% False True 19,735
10 59.62 52.99 6.63 12.3% 2.68 5.0% 11% False True 24,318
20 68.53 52.99 15.54 28.9% 2.64 4.9% 5% False True 24,405
40 79.70 52.99 26.71 49.7% 2.48 4.6% 3% False True 20,885
60 86.22 52.99 33.23 61.9% 2.32 4.3% 2% False True 18,000
80 92.17 52.99 39.18 73.0% 2.11 3.9% 2% False True 15,413
100 94.76 52.99 41.77 77.8% 1.87 3.5% 2% False True 12,971
120 97.35 52.99 44.36 82.6% 1.69 3.1% 2% False True 11,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 69.06
2.618 64.06
1.618 61.00
1.000 59.11
0.618 57.94
HIGH 56.05
0.618 54.88
0.500 54.52
0.382 54.16
LOW 52.99
0.618 51.10
1.000 49.93
1.618 48.04
2.618 44.98
4.250 39.99
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 54.52 54.52
PP 54.24 54.24
S1 53.97 53.97

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

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