NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 58.40 56.52 -1.88 -3.2% 58.41
High 58.62 56.52 -2.10 -3.6% 58.98
Low 56.21 54.63 -1.58 -2.8% 56.21
Close 57.07 54.89 -2.18 -3.8% 57.07
Range 2.41 1.89 -0.52 -21.6% 2.77
ATR 2.32 2.33 0.01 0.4% 0.00
Volume 5,734 2,980 -2,754 -48.0% 23,602
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 61.02 59.84 55.93
R3 59.13 57.95 55.41
R2 57.24 57.24 55.24
R1 56.06 56.06 55.06 55.71
PP 55.35 55.35 55.35 55.17
S1 54.17 54.17 54.72 53.82
S2 53.46 53.46 54.54
S3 51.57 52.28 54.37
S4 49.68 50.39 53.85
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.73 64.17 58.59
R3 62.96 61.40 57.83
R2 60.19 60.19 57.58
R1 58.63 58.63 57.32 58.03
PP 57.42 57.42 57.42 57.12
S1 55.86 55.86 56.82 55.26
S2 54.65 54.65 56.56
S3 51.88 53.09 56.31
S4 49.11 50.32 55.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.98 54.63 4.35 7.9% 1.90 3.5% 6% False True 5,316
10 60.93 54.63 6.30 11.5% 2.08 3.8% 4% False True 7,793
20 67.97 54.63 13.34 24.3% 2.24 4.1% 2% False True 8,808
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.55
2.618 61.47
1.618 59.58
1.000 58.41
0.618 57.69
HIGH 56.52
0.618 55.80
0.500 55.58
0.382 55.35
LOW 54.63
0.618 53.46
1.000 52.74
1.618 51.57
2.618 49.68
4.250 46.60
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 55.58 56.63
PP 55.35 56.05
S1 55.12 55.47

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

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