NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 46.23 46.46 0.23 0.5% 46.85
High 46.79 50.17 3.38 7.2% 50.17
Low 45.52 46.18 0.66 1.4% 45.52
Close 46.44 50.07 3.63 7.8% 50.07
Range 1.27 3.99 2.72 214.2% 4.65
ATR 2.35 2.47 0.12 5.0% 0.00
Volume 59,039 38,595 -20,444 -34.6% 226,589
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 60.78 59.41 52.26
R3 56.79 55.42 51.17
R2 52.80 52.80 50.80
R1 51.43 51.43 50.44 52.12
PP 48.81 48.81 48.81 49.15
S1 47.44 47.44 49.70 48.13
S2 44.82 44.82 49.34
S3 40.83 43.45 48.97
S4 36.84 39.46 47.88
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 62.54 60.95 52.63
R3 57.89 56.30 51.35
R2 53.24 53.24 50.92
R1 51.65 51.65 50.50 52.45
PP 48.59 48.59 48.59 48.98
S1 47.00 47.00 49.64 47.80
S2 43.94 43.94 49.22
S3 39.29 42.35 48.79
S4 34.64 37.70 47.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.17 45.52 4.65 9.3% 2.04 4.1% 98% True False 45,317
10 50.75 45.52 5.23 10.4% 2.23 4.4% 87% False False 44,379
20 56.46 45.52 10.94 21.8% 2.47 4.9% 42% False False 38,373
40 68.83 45.52 23.31 46.6% 2.48 5.0% 20% False False 28,584
60 79.76 45.52 34.24 68.4% 2.39 4.8% 13% False False 22,980
80 86.50 45.52 40.98 81.8% 2.22 4.4% 11% False False 19,041
100 91.81 45.52 46.29 92.5% 2.03 4.1% 10% False False 16,220
120 94.65 45.52 49.13 98.1% 1.84 3.7% 9% False False 13,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 67.13
2.618 60.62
1.618 56.63
1.000 54.16
0.618 52.64
HIGH 50.17
0.618 48.65
0.500 48.18
0.382 47.70
LOW 46.18
0.618 43.71
1.000 42.19
1.618 39.72
2.618 35.73
4.250 29.22
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 49.44 49.33
PP 48.81 48.59
S1 48.18 47.85

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

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