NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 48.08 46.98 -1.10 -2.3% 49.88
High 49.75 48.41 -1.34 -2.7% 49.88
Low 46.56 46.00 -0.56 -1.2% 46.00
Close 46.98 46.32 -0.66 -1.4% 46.32
Range 3.19 2.41 -0.78 -24.5% 3.88
ATR 2.75 2.73 -0.02 -0.9% 0.00
Volume 73,408 81,759 8,351 11.4% 309,283
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 54.14 52.64 47.65
R3 51.73 50.23 46.98
R2 49.32 49.32 46.76
R1 47.82 47.82 46.54 47.37
PP 46.91 46.91 46.91 46.68
S1 45.41 45.41 46.10 44.96
S2 44.50 44.50 45.88
S3 42.09 43.00 45.66
S4 39.68 40.59 44.99
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.04 56.56 48.45
R3 55.16 52.68 47.39
R2 51.28 51.28 47.03
R1 48.80 48.80 46.68 48.10
PP 47.40 47.40 47.40 47.05
S1 44.92 44.92 45.96 44.22
S2 43.52 43.52 45.61
S3 39.64 41.04 45.25
S4 35.76 37.16 44.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.03 46.00 4.03 8.7% 2.58 5.6% 8% False True 79,390
10 52.27 45.54 6.73 14.5% 2.89 6.2% 12% False False 73,765
20 57.80 45.54 12.26 26.5% 2.55 5.5% 6% False False 53,682
40 76.71 45.54 31.17 67.3% 2.79 6.0% 3% False False 38,647
60 82.03 45.54 36.49 78.8% 2.45 5.3% 2% False False 30,924
80 91.36 45.54 45.82 98.9% 2.37 5.1% 2% False False 26,262
100 93.43 45.54 47.89 103.4% 2.14 4.6% 2% False False 22,104
120 95.01 45.54 49.47 106.8% 1.91 4.1% 2% False False 18,915
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 0.79
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.65
2.618 54.72
1.618 52.31
1.000 50.82
0.618 49.90
HIGH 48.41
0.618 47.49
0.500 47.21
0.382 46.92
LOW 46.00
0.618 44.51
1.000 43.59
1.618 42.10
2.618 39.69
4.250 35.76
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 47.21 47.88
PP 46.91 47.36
S1 46.62 46.84

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

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