NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 46.85 46.93 0.08 0.2% 50.38
High 48.05 48.23 0.18 0.4% 50.57
Low 46.16 46.63 0.47 1.0% 46.97
Close 46.93 47.95 1.02 2.2% 47.31
Range 1.89 1.60 -0.29 -15.3% 3.60
ATR 2.55 2.48 -0.07 -2.7% 0.00
Volume 54,339 39,703 -14,636 -26.9% 164,642
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 52.40 51.78 48.83
R3 50.80 50.18 48.39
R2 49.20 49.20 48.24
R1 48.58 48.58 48.10 48.89
PP 47.60 47.60 47.60 47.76
S1 46.98 46.98 47.80 47.29
S2 46.00 46.00 47.66
S3 44.40 45.38 47.51
S4 42.80 43.78 47.07
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 50.55 46.16 4.39 9.2% 2.03 4.2% 41% False False 44,863
10 52.91 46.16 6.75 14.1% 2.62 5.5% 27% False False 43,420
20 57.00 46.16 10.84 22.6% 2.41 5.0% 17% False False 33,649
40 73.70 46.16 27.54 57.4% 2.68 5.6% 6% False False 26,601
60 81.16 46.16 35.00 73.0% 2.35 4.9% 5% False False 21,109
80 87.69 46.16 41.53 86.6% 2.21 4.6% 4% False False 17,711
100 93.24 46.16 47.08 98.2% 2.00 4.2% 4% False False 14,961
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 0.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.03
2.618 52.42
1.618 50.82
1.000 49.83
0.618 49.22
HIGH 48.23
0.618 47.62
0.500 47.43
0.382 47.24
LOW 46.63
0.618 45.64
1.000 45.03
1.618 44.04
2.618 42.44
4.250 39.83
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 47.78 47.83
PP 47.60 47.70
S1 47.43 47.58

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

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