NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 46.98 46.01 -0.97 -2.1% 49.88
High 48.41 47.12 -1.29 -2.7% 49.88
Low 46.00 45.09 -0.91 -2.0% 46.00
Close 46.32 45.88 -0.44 -0.9% 46.32
Range 2.41 2.03 -0.38 -15.8% 3.88
ATR 2.73 2.68 -0.05 -1.8% 0.00
Volume 81,759 81,876 117 0.1% 309,283
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 52.12 51.03 47.00
R3 50.09 49.00 46.44
R2 48.06 48.06 46.25
R1 46.97 46.97 46.07 46.50
PP 46.03 46.03 46.03 45.80
S1 44.94 44.94 45.69 44.47
S2 44.00 44.00 45.51
S3 41.97 42.91 45.32
S4 39.94 40.88 44.76
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 49.88 45.09 4.79 10.4% 2.41 5.3% 16% False True 78,231
10 52.27 45.09 7.18 15.6% 2.86 6.2% 11% False True 74,964
20 57.38 45.09 12.29 26.8% 2.56 5.6% 6% False True 56,753
40 74.54 45.09 29.45 64.2% 2.77 6.0% 3% False True 40,425
60 82.03 45.09 36.94 80.5% 2.47 5.4% 2% False True 32,165
80 89.72 45.09 44.63 97.3% 2.36 5.1% 2% False True 27,184
100 93.43 45.09 48.34 105.4% 2.14 4.7% 2% False True 22,876
120 95.01 45.09 49.92 108.8% 1.92 4.2% 2% False True 19,580
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 0.82
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.75
2.618 52.43
1.618 50.40
1.000 49.15
0.618 48.37
HIGH 47.12
0.618 46.34
0.500 46.11
0.382 45.87
LOW 45.09
0.618 43.84
1.000 43.06
1.618 41.81
2.618 39.78
4.250 36.46
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 46.11 47.42
PP 46.03 46.91
S1 45.96 46.39

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

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