NYMEX Light Sweet Crude Oil Future June 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 47.40 47.66 0.26 0.5% 48.16
High 47.92 51.33 3.41 7.1% 51.33
Low 46.68 47.32 0.64 1.4% 46.68
Close 47.61 51.22 3.61 7.6% 51.22
Range 1.24 4.01 2.77 223.4% 4.65
ATR 2.36 2.48 0.12 5.0% 0.00
Volume 79,995 56,283 -23,712 -29.6% 317,723
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 61.99 60.61 53.43
R3 57.98 56.60 52.32
R2 53.97 53.97 51.96
R1 52.59 52.59 51.59 53.28
PP 49.96 49.96 49.96 50.30
S1 48.58 48.58 50.85 49.27
S2 45.95 45.95 50.48
S3 41.94 44.57 50.12
S4 37.93 40.56 49.01
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 63.69 62.11 53.78
R3 59.04 57.46 52.50
R2 54.39 54.39 52.07
R1 52.81 52.81 51.65 53.60
PP 49.74 49.74 49.74 50.14
S1 48.16 48.16 50.79 48.95
S2 45.09 45.09 50.37
S3 40.44 43.51 49.94
S4 35.79 38.86 48.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.33 46.68 4.65 9.1% 2.01 3.9% 98% True False 63,544
10 51.54 46.68 4.86 9.5% 2.21 4.3% 93% False False 71,533
20 57.47 46.68 10.79 21.1% 2.50 4.9% 42% False False 65,064
40 69.00 46.68 22.32 43.6% 2.51 4.9% 20% False False 53,266
60 79.86 46.68 33.18 64.8% 2.44 4.8% 14% False False 47,930
80 86.60 46.68 39.92 77.9% 2.33 4.6% 11% False False 44,381
100 91.94 46.68 45.26 88.4% 2.15 4.2% 10% False False 40,591
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 0.52
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 68.37
2.618 61.83
1.618 57.82
1.000 55.34
0.618 53.81
HIGH 51.33
0.618 49.80
0.500 49.33
0.382 48.85
LOW 47.32
0.618 44.84
1.000 43.31
1.618 40.83
2.618 36.82
4.250 30.28
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 50.59 50.48
PP 49.96 49.74
S1 49.33 49.01

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

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