NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 49.00 49.61 0.61 1.2% 55.96
High 50.43 50.64 0.21 0.4% 56.54
Low 48.05 48.91 0.86 1.8% 52.99
Close 49.72 49.98 0.26 0.5% 53.69
Range 2.38 1.73 -0.65 -27.3% 3.55
ATR 2.62 2.56 -0.06 -2.4% 0.00
Volume 82,434 64,467 -17,967 -21.8% 83,015
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.03 54.24 50.93
R3 53.30 52.51 50.46
R2 51.57 51.57 50.30
R1 50.78 50.78 50.14 51.18
PP 49.84 49.84 49.84 50.04
S1 49.05 49.05 49.82 49.45
S2 48.11 48.11 49.66
S3 46.38 47.32 49.50
S4 44.65 45.59 49.03
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 16.0% 2.53 5.1% 24% False False 48,067
10 57.80 48.05 9.75 19.5% 2.21 4.4% 20% False False 33,600
20 63.78 48.05 15.73 31.5% 2.73 5.5% 12% False False 31,110
40 77.96 48.05 29.91 59.8% 2.52 5.0% 6% False False 24,423
60 83.28 48.05 35.23 70.5% 2.34 4.7% 5% False False 20,765
80 92.17 48.05 44.12 88.3% 2.15 4.3% 4% False False 17,790
100 93.50 48.05 45.45 90.9% 1.92 3.8% 4% False False 15,049
120 97.35 48.05 49.30 98.6% 1.74 3.5% 4% False False 13,005
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 57.99
2.618 55.17
1.618 53.44
1.000 52.37
0.618 51.71
HIGH 50.64
0.618 49.98
0.500 49.78
0.382 49.57
LOW 48.91
0.618 47.84
1.000 47.18
1.618 46.11
2.618 44.38
4.250 41.56
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 49.91 49.91
PP 49.84 49.83
S1 49.78 49.76

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

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