NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 47.36 49.78 2.42 5.1% 53.58
High 50.03 52.27 2.24 4.5% 53.60
Low 46.40 47.27 0.87 1.9% 48.05
Close 49.62 47.47 -2.15 -4.3% 49.73
Range 3.63 5.00 1.37 37.7% 5.55
ATR 2.62 2.79 0.17 6.5% 0.00
Volume 74,006 71,234 -2,772 -3.7% 286,737
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.00 60.74 50.22
R3 59.00 55.74 48.85
R2 54.00 54.00 48.39
R1 50.74 50.74 47.93 49.87
PP 49.00 49.00 49.00 48.57
S1 45.74 45.74 47.01 44.87
S2 44.00 44.00 46.55
S3 39.00 40.74 46.10
S4 34.00 35.74 44.72
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 52.27 45.54 6.73 14.2% 3.20 6.7% 29% True False 68,141
10 56.05 45.54 10.51 22.1% 2.86 6.0% 18% False False 58,104
20 59.74 45.54 14.20 29.9% 2.84 6.0% 14% False False 41,588
40 77.75 45.54 32.21 67.9% 2.68 5.7% 6% False False 30,930
60 82.03 45.54 36.49 76.9% 2.38 5.0% 5% False False 25,341
80 91.36 45.54 45.82 96.5% 2.28 4.8% 4% False False 21,799
100 93.50 45.54 47.96 101.0% 2.04 4.3% 4% False False 18,306
120 96.85 45.54 51.31 108.1% 1.84 3.9% 4% False False 15,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 73.52
2.618 65.36
1.618 60.36
1.000 57.27
0.618 55.36
HIGH 52.27
0.618 50.36
0.500 49.77
0.382 49.18
LOW 47.27
0.618 44.18
1.000 42.27
1.618 39.18
2.618 34.18
4.250 26.02
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 49.77 48.91
PP 49.00 48.43
S1 48.24 47.95

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

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