NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 48.18 46.85 -1.33 -2.8% 50.38
High 49.00 48.05 -0.95 -1.9% 50.57
Low 46.97 46.16 -0.81 -1.7% 46.97
Close 47.31 46.93 -0.38 -0.8% 47.31
Range 2.03 1.89 -0.14 -6.9% 3.60
ATR 2.60 2.55 -0.05 -1.9% 0.00
Volume 49,449 54,339 4,890 9.9% 164,642
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 52.72 51.71 47.97
R3 50.83 49.82 47.45
R2 48.94 48.94 47.28
R1 47.93 47.93 47.10 48.44
PP 47.05 47.05 47.05 47.30
S1 46.04 46.04 46.76 46.55
S2 45.16 45.16 46.58
S3 43.27 44.15 46.41
S4 41.38 42.26 45.89
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.08 56.80 49.29
R3 55.48 53.20 48.30
R2 51.88 51.88 47.97
R1 49.60 49.60 47.64 48.94
PP 48.28 48.28 48.28 47.96
S1 46.00 46.00 46.98 45.34
S2 44.68 44.68 46.65
S3 41.08 42.40 46.32
S4 37.48 38.80 45.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.57 46.16 4.41 9.4% 2.24 4.8% 17% False True 43,796
10 52.91 46.16 6.75 14.4% 2.70 5.8% 11% False True 42,459
20 57.80 46.16 11.64 24.8% 2.43 5.2% 7% False True 32,133
40 74.80 46.16 28.64 61.0% 2.66 5.7% 3% False True 25,900
60 81.93 46.16 35.77 76.2% 2.33 5.0% 2% False True 20,526
80 89.37 46.16 43.21 92.1% 2.21 4.7% 2% False True 17,299
100 93.40 46.16 47.24 100.7% 2.00 4.3% 2% False True 14,599
Crabel Price Patterns
NR True
NR4 False
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 0.72
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.08
2.618 53.00
1.618 51.11
1.000 49.94
0.618 49.22
HIGH 48.05
0.618 47.33
0.500 47.11
0.382 46.88
LOW 46.16
0.618 44.99
1.000 44.27
1.618 43.10
2.618 41.21
4.250 38.13
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 47.11 48.36
PP 47.05 47.88
S1 46.99 47.41

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

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