NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 46.59 45.04 -1.55 -3.3% 49.88
High 46.59 45.69 -0.90 -1.9% 49.88
Low 44.89 44.37 -0.52 -1.2% 46.00
Close 45.23 45.30 0.07 0.2% 46.32
Range 1.70 1.32 -0.38 -22.4% 3.88
ATR 2.57 2.48 -0.09 -3.5% 0.00
Volume 60,369 98,029 37,660 62.4% 309,283
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 49.08 48.51 46.03
R3 47.76 47.19 45.66
R2 46.44 46.44 45.54
R1 45.87 45.87 45.42 46.16
PP 45.12 45.12 45.12 45.26
S1 44.55 44.55 45.18 44.84
S2 43.80 43.80 45.06
S3 42.48 43.23 44.94
S4 41.16 41.91 44.57
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 48.41 44.37 4.04 8.9% 1.83 4.0% 23% False True 76,432
10 52.27 44.37 7.90 17.4% 2.46 5.4% 12% False True 76,858
20 56.05 44.37 11.68 25.8% 2.49 5.5% 8% False True 65,165
40 69.52 44.37 25.15 55.5% 2.54 5.6% 4% False True 44,594
60 80.73 44.37 36.36 80.3% 2.48 5.5% 3% False True 35,297
80 87.50 44.37 43.13 95.2% 2.34 5.2% 2% False True 29,376
100 92.17 44.37 47.80 105.5% 2.15 4.8% 2% False True 24,947
120 95.01 44.37 50.64 111.8% 1.94 4.3% 2% False True 21,346
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 51.30
2.618 49.15
1.618 47.83
1.000 47.01
0.618 46.51
HIGH 45.69
0.618 45.19
0.500 45.03
0.382 44.87
LOW 44.37
0.618 43.55
1.000 43.05
1.618 42.23
2.618 40.91
4.250 38.76
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 45.21 45.82
PP 45.12 45.65
S1 45.03 45.47

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

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