NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 47.52 49.88 2.36 5.0% 49.60
High 50.03 49.88 -0.15 -0.3% 52.27
Low 47.17 47.06 -0.11 -0.2% 45.54
Close 49.84 47.17 -2.67 -5.4% 49.84
Range 2.86 2.82 -0.04 -1.4% 6.73
ATR 2.80 2.80 0.00 0.1% 0.00
Volume 87,668 67,438 -20,230 -23.1% 358,490
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.50 54.65 48.72
R3 53.68 51.83 47.95
R2 50.86 50.86 47.69
R1 49.01 49.01 47.43 48.53
PP 48.04 48.04 48.04 47.79
S1 46.19 46.19 46.91 45.71
S2 45.22 45.22 46.65
S3 42.40 43.37 46.39
S4 39.58 40.55 45.62
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 14.3% 3.37 7.1% 24% False False 73,563
10 52.27 45.54 6.73 14.3% 2.85 6.0% 24% False False 68,425
20 59.21 45.54 13.67 29.0% 2.67 5.7% 12% False False 46,175
40 77.75 45.54 32.21 68.3% 2.74 5.8% 5% False False 34,266
60 82.03 45.54 36.49 77.4% 2.41 5.1% 4% False False 27,590
80 91.36 45.54 45.82 97.1% 2.32 4.9% 4% False False 23,596
100 93.50 45.54 47.96 101.7% 2.09 4.4% 3% False False 19,813
120 96.24 45.54 50.70 107.5% 1.88 4.0% 3% False False 16,961
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 0.73
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.87
2.618 57.26
1.618 54.44
1.000 52.70
0.618 51.62
HIGH 49.88
0.618 48.80
0.500 48.47
0.382 48.14
LOW 47.06
0.618 45.32
1.000 44.24
1.618 42.50
2.618 39.68
4.250 35.08
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 48.47 49.67
PP 48.04 48.83
S1 47.60 48.00

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

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