NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 50.30 48.03 -2.27 -4.5% 54.22
High 50.30 48.72 -1.58 -3.1% 54.30
Low 47.91 46.37 -1.54 -3.2% 48.88
Close 48.36 48.05 -0.31 -0.6% 50.54
Range 2.39 2.35 -0.04 -1.7% 5.42
ATR 2.44 2.43 -0.01 -0.3% 0.00
Volume 30,087 33,882 3,795 12.6% 153,370
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 54.76 53.76 49.34
R3 52.41 51.41 48.70
R2 50.06 50.06 48.48
R1 49.06 49.06 48.27 49.56
PP 47.71 47.71 47.71 47.97
S1 46.71 46.71 47.83 47.21
S2 45.36 45.36 47.62
S3 43.01 44.36 47.40
S4 40.66 42.01 46.76
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 51.32 46.37 4.95 10.3% 2.13 4.4% 34% False True 34,990
10 56.46 46.37 10.09 21.0% 2.18 4.5% 17% False True 26,474
20 59.99 46.37 13.62 28.3% 2.64 5.5% 12% False True 23,049
40 77.67 46.37 31.30 65.1% 2.46 5.1% 5% False True 19,186
60 82.00 46.37 35.63 74.2% 2.16 4.5% 5% False True 15,482
80 90.94 46.37 44.57 92.8% 2.04 4.2% 4% False True 13,272
100 93.40 46.37 47.03 97.9% 1.83 3.8% 4% False True 11,189
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.71
2.618 54.87
1.618 52.52
1.000 51.07
0.618 50.17
HIGH 48.72
0.618 47.82
0.500 47.55
0.382 47.27
LOW 46.37
0.618 44.92
1.000 44.02
1.618 42.57
2.618 40.22
4.250 36.38
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 47.88 48.85
PP 47.71 48.58
S1 47.55 48.32

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

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