NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 54.78 53.58 -1.20 -2.2% 55.96
High 56.05 53.60 -2.45 -4.4% 56.54
Low 52.99 50.82 -2.17 -4.1% 52.99
Close 53.69 51.17 -2.52 -4.7% 53.69
Range 3.06 2.78 -0.28 -9.2% 3.55
ATR 2.62 2.63 0.02 0.7% 0.00
Volume 23,483 28,407 4,924 21.0% 83,015
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 60.20 58.47 52.70
R3 57.42 55.69 51.93
R2 54.64 54.64 51.68
R1 52.91 52.91 51.42 52.39
PP 51.86 51.86 51.86 51.60
S1 50.13 50.13 50.92 49.61
S2 49.08 49.08 50.66
S3 46.30 47.35 50.41
S4 43.52 44.57 49.64
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 56.54 50.82 5.72 11.2% 2.31 4.5% 6% False True 22,284
10 59.21 50.82 8.39 16.4% 2.49 4.9% 4% False True 23,925
20 67.13 50.82 16.31 31.9% 2.68 5.2% 2% False True 24,978
40 79.70 50.82 28.88 56.4% 2.49 4.9% 1% False True 20,997
60 85.79 50.82 34.97 68.3% 2.34 4.6% 1% False True 18,258
80 92.17 50.82 41.35 80.8% 2.13 4.2% 1% False True 15,688
100 94.76 50.82 43.94 85.9% 1.89 3.7% 1% False True 13,231
120 97.35 50.82 46.53 90.9% 1.70 3.3% 1% False True 11,518
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.42
2.618 60.88
1.618 58.10
1.000 56.38
0.618 55.32
HIGH 53.60
0.618 52.54
0.500 52.21
0.382 51.88
LOW 50.82
0.618 49.10
1.000 48.04
1.618 46.32
2.618 43.54
4.250 39.01
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 52.21 53.44
PP 51.86 52.68
S1 51.52 51.93

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

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