NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 51.12 49.00 -2.12 -4.1% 55.96
High 51.47 50.43 -1.04 -2.0% 56.54
Low 48.79 48.05 -0.74 -1.5% 52.99
Close 49.16 49.72 0.56 1.1% 53.69
Range 2.68 2.38 -0.30 -11.2% 3.55
ATR 2.64 2.62 -0.02 -0.7% 0.00
Volume 41,545 82,434 40,889 98.4% 83,015
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.54 55.51 51.03
R3 54.16 53.13 50.37
R2 51.78 51.78 50.16
R1 50.75 50.75 49.94 51.27
PP 49.40 49.40 49.40 49.66
S1 48.37 48.37 49.50 48.89
S2 47.02 47.02 49.28
S3 44.64 45.99 49.07
S4 42.26 43.61 48.41
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 48.05 8.00 16.1% 2.48 5.0% 21% False True 40,158
10 58.26 48.05 10.21 20.5% 2.28 4.6% 16% False True 30,129
20 64.75 48.05 16.70 33.6% 2.74 5.5% 10% False True 29,317
40 79.70 48.05 31.65 63.7% 2.53 5.1% 5% False True 23,283
60 83.90 48.05 35.85 72.1% 2.33 4.7% 5% False True 19,879
80 92.17 48.05 44.12 88.7% 2.15 4.3% 4% False True 17,053
100 93.50 48.05 45.45 91.4% 1.91 3.8% 4% False True 14,426
120 97.35 48.05 49.30 99.2% 1.73 3.5% 3% False True 12,512
Crabel Price Patterns
NR True
NR4 True
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.55
2.618 56.66
1.618 54.28
1.000 52.81
0.618 51.90
HIGH 50.43
0.618 49.52
0.500 49.24
0.382 48.96
LOW 48.05
0.618 46.58
1.000 45.67
1.618 44.20
2.618 41.82
4.250 37.94
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 49.56 50.83
PP 49.40 50.46
S1 49.24 50.09

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

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