NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 45.86 46.59 0.73 1.6% 49.88
High 47.27 46.59 -0.68 -1.4% 49.88
Low 45.57 44.89 -0.68 -1.5% 46.00
Close 46.95 45.23 -1.72 -3.7% 46.32
Range 1.70 1.70 0.00 0.0% 3.88
ATR 2.61 2.57 -0.04 -1.5% 0.00
Volume 60,128 60,369 241 0.4% 309,283
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 50.67 49.65 46.17
R3 48.97 47.95 45.70
R2 47.27 47.27 45.54
R1 46.25 46.25 45.39 45.91
PP 45.57 45.57 45.57 45.40
S1 44.55 44.55 45.07 44.21
S2 43.87 43.87 44.92
S3 42.17 42.85 44.76
S4 40.47 41.15 44.30
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 44.89 4.86 10.7% 2.21 4.9% 7% False True 71,508
10 52.27 44.89 7.38 16.3% 2.69 6.0% 5% False True 74,456
20 56.05 44.89 11.16 24.7% 2.50 5.5% 3% False True 61,546
40 69.86 44.89 24.97 55.2% 2.65 5.9% 1% False True 42,785
60 80.73 44.89 35.84 79.2% 2.49 5.5% 1% False True 33,808
80 87.98 44.89 43.09 95.3% 2.35 5.2% 1% False True 28,351
100 93.03 44.89 48.14 106.4% 2.15 4.8% 1% False True 23,990
120 95.01 44.89 50.12 110.8% 1.94 4.3% 1% False True 20,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Fibonacci Retracements and Extensions
4.250 53.82
2.618 51.04
1.618 49.34
1.000 48.29
0.618 47.64
HIGH 46.59
0.618 45.94
0.500 45.74
0.382 45.54
LOW 44.89
0.618 43.84
1.000 43.19
1.618 42.14
2.618 40.44
4.250 37.67
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 45.74 46.08
PP 45.57 45.80
S1 45.40 45.51

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

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