NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 48.03 48.24 0.21 0.4% 54.22
High 48.72 50.72 2.00 4.1% 54.30
Low 46.37 47.28 0.91 2.0% 48.88
Close 48.05 50.36 2.31 4.8% 50.54
Range 2.35 3.44 1.09 46.4% 5.42
ATR 2.43 2.50 0.07 3.0% 0.00
Volume 33,882 49,454 15,572 46.0% 153,370
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.77 58.51 52.25
R3 56.33 55.07 51.31
R2 52.89 52.89 50.99
R1 51.63 51.63 50.68 52.26
PP 49.45 49.45 49.45 49.77
S1 48.19 48.19 50.04 48.82
S2 46.01 46.01 49.73
S3 42.57 44.75 49.41
S4 39.13 41.31 48.47
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 9.8% 2.37 4.7% 81% False False 35,834
10 56.46 46.37 10.09 20.0% 2.39 4.7% 40% False False 29,844
20 59.99 46.37 13.62 27.0% 2.65 5.3% 29% False False 24,393
40 77.67 46.37 31.30 62.2% 2.48 4.9% 13% False False 20,187
60 81.93 46.37 35.56 70.6% 2.19 4.3% 11% False False 16,138
80 90.94 46.37 44.57 88.5% 2.08 4.1% 9% False False 13,864
100 93.40 46.37 47.03 93.4% 1.86 3.7% 8% False False 11,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 65.34
2.618 59.73
1.618 56.29
1.000 54.16
0.618 52.85
HIGH 50.72
0.618 49.41
0.500 49.00
0.382 48.59
LOW 47.28
0.618 45.15
1.000 43.84
1.618 41.71
2.618 38.27
4.250 32.66
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 49.91 49.76
PP 49.45 49.15
S1 49.00 48.55

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

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