NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 47.38 48.08 0.70 1.5% 49.60
High 48.87 49.75 0.88 1.8% 52.27
Low 47.27 46.56 -0.71 -1.5% 45.54
Close 48.43 46.98 -1.45 -3.0% 49.84
Range 1.60 3.19 1.59 99.4% 6.73
ATR 2.72 2.75 0.03 1.2% 0.00
Volume 86,678 73,408 -13,270 -15.3% 358,490
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.33 55.35 48.73
R3 54.14 52.16 47.86
R2 50.95 50.95 47.56
R1 48.97 48.97 47.27 48.37
PP 47.76 47.76 47.76 47.46
S1 45.78 45.78 46.69 45.18
S2 44.57 44.57 46.40
S3 41.38 42.59 46.10
S4 38.19 39.40 45.23
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 46.56 5.71 12.2% 3.09 6.6% 7% False True 77,285
10 52.27 45.54 6.73 14.3% 2.82 6.0% 21% False False 72,036
20 58.26 45.54 12.72 27.1% 2.55 5.4% 11% False False 51,083
40 77.14 45.54 31.60 67.3% 2.76 5.9% 5% False False 37,094
60 82.03 45.54 36.49 77.7% 2.44 5.2% 4% False False 29,734
80 91.36 45.54 45.82 97.5% 2.36 5.0% 3% False False 25,333
100 93.50 45.54 47.96 102.1% 2.12 4.5% 3% False False 21,339
120 95.01 45.54 49.47 105.3% 1.90 4.0% 3% False False 18,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.31
2.618 58.10
1.618 54.91
1.000 52.94
0.618 51.72
HIGH 49.75
0.618 48.53
0.500 48.16
0.382 47.78
LOW 46.56
0.618 44.59
1.000 43.37
1.618 41.40
2.618 38.21
4.250 33.00
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 48.16 48.22
PP 47.76 47.81
S1 47.37 47.39

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

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