NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 48.18 48.83 0.65 1.3% 50.30
High 49.66 50.55 0.89 1.8% 52.91
Low 48.15 47.45 -0.70 -1.5% 46.37
Close 49.22 47.86 -1.36 -2.8% 50.62
Range 1.51 3.10 1.59 105.3% 6.54
ATR 2.61 2.64 0.04 1.3% 0.00
Volume 44,937 35,889 -9,048 -20.1% 205,610
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 57.92 55.99 49.57
R3 54.82 52.89 48.71
R2 51.72 51.72 48.43
R1 49.79 49.79 48.14 49.21
PP 48.62 48.62 48.62 48.33
S1 46.69 46.69 47.58 46.11
S2 45.52 45.52 47.29
S3 42.42 43.59 47.01
S4 39.32 40.49 46.16
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 47.45 5.46 11.4% 2.98 6.2% 8% False True 41,476
10 52.91 46.37 6.54 13.7% 2.68 5.6% 23% False False 38,655
20 58.66 46.37 12.29 25.7% 2.44 5.1% 12% False False 28,530
40 77.15 46.37 30.78 64.3% 2.65 5.5% 5% False False 23,943
60 81.93 46.37 35.56 74.3% 2.31 4.8% 4% False False 18,989
80 90.94 46.37 44.57 93.1% 2.21 4.6% 3% False False 16,134
100 93.40 46.37 47.03 98.3% 1.98 4.1% 3% False False 13,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.73
2.618 58.67
1.618 55.57
1.000 53.65
0.618 52.47
HIGH 50.55
0.618 49.37
0.500 49.00
0.382 48.63
LOW 47.45
0.618 45.53
1.000 44.35
1.618 42.43
2.618 39.33
4.250 34.28
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 49.00 49.01
PP 48.62 48.63
S1 48.24 48.24

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

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