NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 49.78 47.52 -2.26 -4.5% 49.60
High 52.27 50.03 -2.24 -4.3% 52.27
Low 47.27 47.17 -0.10 -0.2% 45.54
Close 47.47 49.84 2.37 5.0% 49.84
Range 5.00 2.86 -2.14 -42.8% 6.73
ATR 2.79 2.80 0.00 0.2% 0.00
Volume 71,234 87,668 16,434 23.1% 358,490
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.59 56.58 51.41
R3 54.73 53.72 50.63
R2 51.87 51.87 50.36
R1 50.86 50.86 50.10 51.37
PP 49.01 49.01 49.01 49.27
S1 48.00 48.00 49.58 48.51
S2 46.15 46.15 49.32
S3 43.29 45.14 49.05
S4 40.43 42.28 48.27
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 69.41 66.35 53.54
R3 62.68 59.62 51.69
R2 55.95 55.95 51.07
R1 52.89 52.89 50.46 54.42
PP 49.22 49.22 49.22 49.98
S1 46.16 46.16 49.22 47.69
S2 42.49 42.49 48.61
S3 35.76 39.43 47.99
S4 29.03 32.70 46.14
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 13.5% 3.31 6.6% 64% False False 71,698
10 53.60 45.54 8.06 16.2% 2.84 5.7% 53% False False 64,522
20 59.62 45.54 14.08 28.3% 2.76 5.5% 31% False False 44,420
40 77.75 45.54 32.21 64.6% 2.70 5.4% 13% False False 32,839
60 82.03 45.54 36.49 73.2% 2.41 4.8% 12% False False 26,635
80 91.36 45.54 45.82 91.9% 2.31 4.6% 9% False False 22,830
100 93.50 45.54 47.96 96.2% 2.07 4.1% 9% False False 19,150
120 96.44 45.54 50.90 102.1% 1.86 3.7% 8% False False 16,430
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 0.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.19
2.618 57.52
1.618 54.66
1.000 52.89
0.618 51.80
HIGH 50.03
0.618 48.94
0.500 48.60
0.382 48.26
LOW 47.17
0.618 45.40
1.000 44.31
1.618 42.54
2.618 39.68
4.250 35.02
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 49.43 49.67
PP 49.01 49.50
S1 48.60 49.34

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

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