NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 46.93 47.52 0.59 1.3% 50.38
High 48.23 47.55 -0.68 -1.4% 50.57
Low 46.63 46.10 -0.53 -1.1% 46.97
Close 47.95 46.36 -1.59 -3.3% 47.31
Range 1.60 1.45 -0.15 -9.4% 3.60
ATR 2.48 2.44 -0.05 -1.8% 0.00
Volume 39,703 34,913 -4,790 -12.1% 164,642
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 51.02 50.14 47.16
R3 49.57 48.69 46.76
R2 48.12 48.12 46.63
R1 47.24 47.24 46.49 46.96
PP 46.67 46.67 46.67 46.53
S1 45.79 45.79 46.23 45.51
S2 45.22 45.22 46.09
S3 43.77 44.34 45.96
S4 42.32 42.89 45.56
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 46.10 4.45 9.6% 2.01 4.3% 6% False True 42,858
10 52.91 46.10 6.81 14.7% 2.53 5.5% 4% False True 43,523
20 56.46 46.10 10.36 22.3% 2.36 5.1% 3% False True 34,999
40 69.97 46.10 23.87 51.5% 2.53 5.5% 1% False True 27,206
60 80.62 46.10 34.52 74.5% 2.36 5.1% 1% False True 21,531
80 87.34 46.10 41.24 89.0% 2.20 4.7% 1% False True 18,039
100 92.53 46.10 46.43 100.2% 2.00 4.3% 1% False True 15,283
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 53.71
2.618 51.35
1.618 49.90
1.000 49.00
0.618 48.45
HIGH 47.55
0.618 47.00
0.500 46.83
0.382 46.65
LOW 46.10
0.618 45.20
1.000 44.65
1.618 43.75
2.618 42.30
4.250 39.94
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 46.83 47.17
PP 46.67 46.90
S1 46.52 46.63

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

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