NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 49.88 47.38 -2.50 -5.0% 49.60
High 49.88 48.87 -1.01 -2.0% 52.27
Low 47.06 47.27 0.21 0.4% 45.54
Close 47.17 48.43 1.26 2.7% 49.84
Range 2.82 1.60 -1.22 -43.3% 6.73
ATR 2.80 2.72 -0.08 -2.8% 0.00
Volume 67,438 86,678 19,240 28.5% 358,490
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 52.99 52.31 49.31
R3 51.39 50.71 48.87
R2 49.79 49.79 48.72
R1 49.11 49.11 48.58 49.45
PP 48.19 48.19 48.19 48.36
S1 47.51 47.51 48.28 47.85
S2 46.59 46.59 48.14
S3 44.99 45.91 47.99
S4 43.39 44.31 47.55
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 46.40 5.87 12.1% 3.18 6.6% 35% False False 77,404
10 52.27 45.54 6.73 13.9% 2.74 5.7% 43% False False 72,939
20 59.21 45.54 13.67 28.2% 2.55 5.3% 21% False False 48,809
40 77.75 45.54 32.21 66.5% 2.73 5.6% 9% False False 35,771
60 82.03 45.54 36.49 75.3% 2.40 5.0% 8% False False 28,805
80 91.36 45.54 45.82 94.6% 2.33 4.8% 6% False False 24,550
100 93.50 45.54 47.96 99.0% 2.10 4.3% 6% False False 20,641
120 95.28 45.54 49.74 102.7% 1.88 3.9% 6% False False 17,664
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 55.67
2.618 53.06
1.618 51.46
1.000 50.47
0.618 49.86
HIGH 48.87
0.618 48.26
0.500 48.07
0.382 47.88
LOW 47.27
0.618 46.28
1.000 45.67
1.618 44.68
2.618 43.08
4.250 40.47
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 48.31 48.55
PP 48.19 48.51
S1 48.07 48.47

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

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