NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 48.24 50.39 2.15 4.5% 54.22
High 50.72 52.91 2.19 4.3% 54.30
Low 47.28 48.06 0.78 1.6% 48.88
Close 50.36 48.30 -2.06 -4.1% 50.54
Range 3.44 4.85 1.41 41.0% 5.42
ATR 2.50 2.67 0.17 6.7% 0.00
Volume 49,454 39,626 -9,828 -19.9% 153,370
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.31 61.15 50.97
R3 59.46 56.30 49.63
R2 54.61 54.61 49.19
R1 51.45 51.45 48.74 50.61
PP 49.76 49.76 49.76 49.33
S1 46.60 46.60 47.86 45.76
S2 44.91 44.91 47.41
S3 40.06 41.75 46.97
S4 35.21 36.90 45.63
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 52.91 46.37 6.54 13.5% 3.02 6.3% 30% True False 37,931
10 56.46 46.37 10.09 20.9% 2.71 5.6% 19% False False 32,367
20 59.99 46.37 13.62 28.2% 2.73 5.7% 14% False False 25,146
40 77.67 46.37 31.30 64.8% 2.57 5.3% 6% False False 20,965
60 81.93 46.37 35.56 73.6% 2.24 4.6% 5% False False 16,717
80 90.94 46.37 44.57 92.3% 2.12 4.4% 4% False False 14,328
100 93.40 46.37 47.03 97.4% 1.90 3.9% 4% False False 12,030
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 0.71
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 73.52
2.618 65.61
1.618 60.76
1.000 57.76
0.618 55.91
HIGH 52.91
0.618 51.06
0.500 50.49
0.382 49.91
LOW 48.06
0.618 45.06
1.000 43.21
1.618 40.21
2.618 35.36
4.250 27.45
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 50.49 49.64
PP 49.76 49.19
S1 49.03 48.75

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

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