NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 46.01 45.86 -0.15 -0.3% 49.88
High 47.12 47.27 0.15 0.3% 49.88
Low 45.09 45.57 0.48 1.1% 46.00
Close 45.88 46.95 1.07 2.3% 46.32
Range 2.03 1.70 -0.33 -16.3% 3.88
ATR 2.68 2.61 -0.07 -2.6% 0.00
Volume 81,876 60,128 -21,748 -26.6% 309,283
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 51.70 51.02 47.89
R3 50.00 49.32 47.42
R2 48.30 48.30 47.26
R1 47.62 47.62 47.11 47.96
PP 46.60 46.60 46.60 46.77
S1 45.92 45.92 46.79 46.26
S2 44.90 44.90 46.64
S3 43.20 44.22 46.48
S4 41.50 42.52 46.02
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 49.75 45.09 4.66 9.9% 2.19 4.7% 40% False False 76,769
10 52.27 45.09 7.18 15.3% 2.78 5.9% 26% False False 75,166
20 56.54 45.09 11.45 24.4% 2.55 5.4% 16% False False 58,976
40 73.71 45.09 28.62 61.0% 2.79 5.9% 6% False False 41,600
60 81.27 45.09 36.18 77.1% 2.48 5.3% 5% False False 33,009
80 88.00 45.09 42.91 91.4% 2.36 5.0% 4% False False 27,797
100 93.32 45.09 48.23 102.7% 2.14 4.6% 4% False False 23,420
120 95.01 45.09 49.92 106.3% 1.93 4.1% 4% False False 20,067
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 0.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.50
2.618 51.72
1.618 50.02
1.000 48.97
0.618 48.32
HIGH 47.27
0.618 46.62
0.500 46.42
0.382 46.22
LOW 45.57
0.618 44.52
1.000 43.87
1.618 42.82
2.618 41.12
4.250 38.35
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 46.77 46.88
PP 46.60 46.82
S1 46.42 46.75

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

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