NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 51.22 50.30 -0.92 -1.8% 54.22
High 51.32 50.30 -1.02 -2.0% 54.30
Low 49.25 47.91 -1.34 -2.7% 48.88
Close 50.54 48.36 -2.18 -4.3% 50.54
Range 2.07 2.39 0.32 15.5% 5.42
ATR 2.42 2.44 0.01 0.6% 0.00
Volume 36,609 30,087 -6,522 -17.8% 153,370
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.03 54.58 49.67
R3 53.64 52.19 49.02
R2 51.25 51.25 48.80
R1 49.80 49.80 48.58 49.33
PP 48.86 48.86 48.86 48.62
S1 47.41 47.41 48.14 46.94
S2 46.47 46.47 47.92
S3 44.08 45.02 47.70
S4 41.69 42.63 47.05
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 67.50 64.44 53.52
R3 62.08 59.02 52.03
R2 56.66 56.66 51.53
R1 53.60 53.60 51.04 52.42
PP 51.24 51.24 51.24 50.65
S1 48.18 48.18 50.04 47.00
S2 45.82 45.82 49.55
S3 40.40 42.76 49.05
S4 34.98 37.34 47.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.18 47.91 4.27 8.8% 2.19 4.5% 11% False True 33,572
10 57.00 47.91 9.09 18.8% 2.20 4.5% 5% False True 23,878
20 60.78 47.91 12.87 26.6% 2.62 5.4% 3% False True 22,565
40 77.67 47.91 29.76 61.5% 2.47 5.1% 2% False True 18,581
60 82.02 47.91 34.11 70.5% 2.19 4.5% 1% False True 15,069
80 91.45 47.91 43.54 90.0% 2.03 4.2% 1% False True 12,876
100 93.40 47.91 45.49 94.1% 1.81 3.7% 1% False True 10,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.46
2.618 56.56
1.618 54.17
1.000 52.69
0.618 51.78
HIGH 50.30
0.618 49.39
0.500 49.11
0.382 48.82
LOW 47.91
0.618 46.43
1.000 45.52
1.618 44.04
2.618 41.65
4.250 37.75
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 49.11 49.62
PP 48.86 49.20
S1 48.61 48.78

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

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