NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 53.58 51.12 -2.46 -4.6% 55.96
High 53.60 51.47 -2.13 -4.0% 56.54
Low 50.82 48.79 -2.03 -4.0% 52.99
Close 51.17 49.16 -2.01 -3.9% 53.69
Range 2.78 2.68 -0.10 -3.6% 3.55
ATR 2.63 2.64 0.00 0.1% 0.00
Volume 28,407 41,545 13,138 46.2% 83,015
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.85 56.18 50.63
R3 55.17 53.50 49.90
R2 52.49 52.49 49.65
R1 50.82 50.82 49.41 50.32
PP 49.81 49.81 49.81 49.55
S1 48.14 48.14 48.91 47.64
S2 47.13 47.13 48.67
S3 44.45 45.46 48.42
S4 41.77 42.78 47.69
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 56.05 48.79 7.26 14.8% 2.31 4.7% 5% False True 28,799
10 59.21 48.79 10.42 21.2% 2.37 4.8% 4% False True 24,680
20 65.84 48.79 17.05 34.7% 2.74 5.6% 2% False True 26,059
40 79.70 48.79 30.91 62.9% 2.51 5.1% 1% False True 21,543
60 84.25 48.79 35.46 72.1% 2.33 4.7% 1% False True 18,726
80 92.17 48.79 43.38 88.2% 2.13 4.3% 1% False True 16,128
100 94.52 48.79 45.73 93.0% 1.91 3.9% 1% False True 13,625
120 97.35 48.79 48.56 98.8% 1.72 3.5% 1% False True 11,839
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 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.86
2.618 58.49
1.618 55.81
1.000 54.15
0.618 53.13
HIGH 51.47
0.618 50.45
0.500 50.13
0.382 49.81
LOW 48.79
0.618 47.13
1.000 46.11
1.618 44.45
2.618 41.77
4.250 37.40
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 50.13 52.42
PP 49.81 51.33
S1 49.48 50.25

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

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