NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 50.38 48.18 -2.20 -4.4% 50.30
High 50.57 49.66 -0.91 -1.8% 52.91
Low 47.90 48.15 0.25 0.5% 46.37
Close 48.01 49.22 1.21 2.5% 50.62
Range 2.67 1.51 -1.16 -43.4% 6.54
ATR 2.68 2.61 -0.07 -2.7% 0.00
Volume 34,367 44,937 10,570 30.8% 205,610
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 53.54 52.89 50.05
R3 52.03 51.38 49.64
R2 50.52 50.52 49.50
R1 49.87 49.87 49.36 50.20
PP 49.01 49.01 49.01 49.17
S1 48.36 48.36 49.08 48.69
S2 47.50 47.50 48.94
S3 45.99 46.85 48.80
S4 44.48 45.34 48.39
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 47.28 5.63 11.4% 3.05 6.2% 34% False False 44,189
10 52.91 46.37 6.54 13.3% 2.59 5.3% 44% False False 39,589
20 59.61 46.37 13.24 26.9% 2.45 5.0% 22% False False 27,608
40 77.67 46.37 31.30 63.6% 2.62 5.3% 9% False False 23,398
60 81.93 46.37 35.56 72.2% 2.27 4.6% 8% False False 18,598
80 90.94 46.37 44.57 90.6% 2.18 4.4% 6% False False 15,772
100 93.40 46.37 47.03 95.6% 1.96 4.0% 6% False False 13,288
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 56.08
2.618 53.61
1.618 52.10
1.000 51.17
0.618 50.59
HIGH 49.66
0.618 49.08
0.500 48.91
0.382 48.73
LOW 48.15
0.618 47.22
1.000 46.64
1.618 45.71
2.618 44.20
4.250 41.73
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 49.12 49.33
PP 49.01 49.29
S1 48.91 49.26

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

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