NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 48.12 50.38 2.26 4.7% 50.30
High 50.75 50.57 -0.18 -0.4% 52.91
Low 47.99 47.90 -0.09 -0.2% 46.37
Close 50.62 48.01 -2.61 -5.2% 50.62
Range 2.76 2.67 -0.09 -3.3% 6.54
ATR 2.68 2.68 0.00 0.1% 0.00
Volume 52,561 34,367 -18,194 -34.6% 205,610
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.84 55.09 49.48
R3 54.17 52.42 48.74
R2 51.50 51.50 48.50
R1 49.75 49.75 48.25 49.29
PP 48.83 48.83 48.83 48.60
S1 47.08 47.08 47.77 46.62
S2 46.16 46.16 47.52
S3 43.49 44.41 47.28
S4 40.82 41.74 46.54
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 69.59 66.64 54.22
R3 63.05 60.10 52.42
R2 56.51 56.51 51.82
R1 53.56 53.56 51.22 55.04
PP 49.97 49.97 49.97 50.70
S1 47.02 47.02 50.02 48.50
S2 43.43 43.43 49.42
S3 36.89 40.48 48.82
S4 30.35 33.94 47.02
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 13.6% 3.21 6.7% 25% False False 41,978
10 52.91 46.37 6.54 13.6% 2.70 5.6% 25% False False 37,775
20 59.61 46.37 13.24 27.6% 2.56 5.3% 12% False False 26,851
40 77.67 46.37 31.30 65.2% 2.63 5.5% 5% False False 22,792
60 81.93 46.37 35.56 74.1% 2.28 4.8% 5% False False 17,991
80 90.94 46.37 44.57 92.8% 2.17 4.5% 4% False False 15,319
100 93.40 46.37 47.03 98.0% 1.95 4.1% 3% False False 12,868
Crabel Price Patterns
NR True
NR4 True
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 0.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.92
2.618 57.56
1.618 54.89
1.000 53.24
0.618 52.22
HIGH 50.57
0.618 49.55
0.500 49.24
0.382 48.92
LOW 47.90
0.618 46.25
1.000 45.23
1.618 43.58
2.618 40.91
4.250 36.55
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 49.24 50.41
PP 48.83 49.61
S1 48.42 48.81

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

View Archives - Comment on this page... - Back to Index of Symbols