NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 49.60 47.16 -2.44 -4.9% 53.58
High 49.60 48.06 -1.54 -3.1% 53.60
Low 47.05 45.54 -1.51 -3.2% 48.05
Close 47.53 47.24 -0.29 -0.6% 49.73
Range 2.55 2.52 -0.03 -1.2% 5.55
ATR 2.55 2.55 0.00 -0.1% 0.00
Volume 58,109 67,473 9,364 16.1% 286,737
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 54.51 53.39 48.63
R3 51.99 50.87 47.93
R2 49.47 49.47 47.70
R1 48.35 48.35 47.47 48.91
PP 46.95 46.95 46.95 47.23
S1 45.83 45.83 47.01 46.39
S2 44.43 44.43 46.78
S3 41.91 43.31 46.55
S4 39.39 40.79 45.85
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.11 63.97 52.78
R3 61.56 58.42 51.26
R2 56.01 56.01 50.75
R1 52.87 52.87 50.24 51.67
PP 50.46 50.46 50.46 49.86
S1 47.32 47.32 49.22 46.12
S2 44.91 44.91 48.71
S3 39.36 41.77 48.20
S4 33.81 36.22 46.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.75 45.54 5.21 11.0% 2.30 4.9% 33% False True 68,473
10 56.05 45.54 10.51 22.2% 2.30 4.9% 16% False True 48,636
20 59.74 45.54 14.20 30.1% 2.74 5.8% 12% False True 37,201
40 77.75 45.54 32.21 68.2% 2.57 5.4% 5% False True 28,087
60 82.03 45.54 36.49 77.2% 2.30 4.9% 5% False True 23,320
80 91.36 45.54 45.82 97.0% 2.20 4.6% 4% False True 20,072
100 93.50 45.54 47.96 101.5% 1.97 4.2% 4% False True 16,909
120 97.18 45.54 51.64 109.3% 1.79 3.8% 3% False True 14,570
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.77
2.618 54.66
1.618 52.14
1.000 50.58
0.618 49.62
HIGH 48.06
0.618 47.10
0.500 46.80
0.382 46.50
LOW 45.54
0.618 43.98
1.000 43.02
1.618 41.46
2.618 38.94
4.250 34.83
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 47.09 48.15
PP 46.95 47.84
S1 46.80 47.54

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

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