NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 55.91 56.18 0.27 0.5% 56.84
High 56.37 57.47 1.10 2.0% 57.55
Low 54.67 54.28 -0.39 -0.7% 54.28
Close 55.65 55.15 -0.50 -0.9% 55.15
Range 1.70 3.19 1.49 87.6% 3.27
ATR 2.53 2.57 0.05 1.9% 0.00
Volume 23,284 29,613 6,329 27.2% 94,217
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.20 63.37 56.90
R3 62.01 60.18 56.03
R2 58.82 58.82 55.73
R1 56.99 56.99 55.44 56.31
PP 55.63 55.63 55.63 55.30
S1 53.80 53.80 54.86 53.12
S2 52.44 52.44 54.57
S3 49.25 50.61 54.27
S4 46.06 47.42 53.40
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.47 63.58 56.95
R3 62.20 60.31 56.05
R2 58.93 58.93 55.75
R1 57.04 57.04 55.45 56.35
PP 55.66 55.66 55.66 55.32
S1 53.77 53.77 54.85 53.08
S2 52.39 52.39 54.55
S3 49.12 50.50 54.25
S4 45.85 47.23 53.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.27 54.28 3.99 7.2% 2.16 3.9% 22% False True 23,125
10 60.23 54.28 5.95 10.8% 2.67 4.8% 15% False True 35,330
20 68.95 54.28 14.67 26.6% 2.62 4.7% 6% False True 41,161
40 79.86 54.28 25.58 46.4% 2.44 4.4% 3% False True 39,264
60 85.73 54.28 31.45 57.0% 2.31 4.2% 3% False True 37,572
80 91.94 54.28 37.66 68.3% 2.09 3.8% 2% False True 34,628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.83
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.03
2.618 65.82
1.618 62.63
1.000 60.66
0.618 59.44
HIGH 57.47
0.618 56.25
0.500 55.88
0.382 55.50
LOW 54.28
0.618 52.31
1.000 51.09
1.618 49.12
2.618 45.93
4.250 40.72
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 55.88 55.88
PP 55.63 55.63
S1 55.39 55.39

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

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