NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 47.52 46.23 -1.29 -2.7% 50.38
High 47.55 46.79 -0.76 -1.6% 50.57
Low 46.10 45.52 -0.58 -1.3% 46.97
Close 46.36 46.44 0.08 0.2% 47.31
Range 1.45 1.27 -0.18 -12.4% 3.60
ATR 2.44 2.35 -0.08 -3.4% 0.00
Volume 34,913 59,039 24,126 69.1% 164,642
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 50.06 49.52 47.14
R3 48.79 48.25 46.79
R2 47.52 47.52 46.67
R1 46.98 46.98 46.56 47.25
PP 46.25 46.25 46.25 46.39
S1 45.71 45.71 46.32 45.98
S2 44.98 44.98 46.21
S3 43.71 44.44 46.09
S4 42.44 43.17 45.74
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 49.00 45.52 3.48 7.5% 1.65 3.5% 26% False True 47,488
10 52.91 45.52 7.39 15.9% 2.31 5.0% 12% False True 44,482
20 56.46 45.52 10.94 23.6% 2.35 5.1% 8% False True 37,163
40 69.79 45.52 24.27 52.3% 2.44 5.2% 4% False True 28,137
60 80.62 45.52 35.10 75.6% 2.36 5.1% 3% False True 22,420
80 86.90 45.52 41.38 89.1% 2.19 4.7% 2% False True 18,639
100 91.92 45.52 46.40 99.9% 2.00 4.3% 2% False True 15,857
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 52.19
2.618 50.11
1.618 48.84
1.000 48.06
0.618 47.57
HIGH 46.79
0.618 46.30
0.500 46.16
0.382 46.01
LOW 45.52
0.618 44.74
1.000 44.25
1.618 43.47
2.618 42.20
4.250 40.12
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 46.35 46.88
PP 46.25 46.73
S1 46.16 46.59

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

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