NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 51.53 52.12 0.59 1.1% 52.83
High 52.57 53.49 0.92 1.8% 55.32
Low 51.50 51.04 -0.46 -0.9% 49.90
Close 52.26 51.45 -0.81 -1.5% 53.41
Range 1.07 2.45 1.38 129.0% 5.42
ATR 2.31 2.32 0.01 0.4% 0.00
Volume 23,845 27,085 3,240 13.6% 101,554
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.34 57.85 52.80
R3 56.89 55.40 52.12
R2 54.44 54.44 51.90
R1 52.95 52.95 51.67 52.47
PP 51.99 51.99 51.99 51.76
S1 50.50 50.50 51.23 50.02
S2 49.54 49.54 51.00
S3 47.09 48.05 50.78
S4 44.64 45.60 50.10
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 69.14 66.69 56.39
R3 63.72 61.27 54.90
R2 58.30 58.30 54.40
R1 55.85 55.85 53.91 57.08
PP 52.88 52.88 52.88 53.49
S1 50.43 50.43 52.91 51.66
S2 47.46 47.46 52.42
S3 42.04 45.01 51.92
S4 36.62 39.59 50.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.32 50.99 4.33 8.4% 2.38 4.6% 11% False False 21,741
10 55.32 49.90 5.42 10.5% 2.17 4.2% 29% False False 18,780
20 60.24 49.90 10.34 20.1% 2.02 3.9% 15% False False 13,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.90
2.618 59.90
1.618 57.45
1.000 55.94
0.618 55.00
HIGH 53.49
0.618 52.55
0.500 52.27
0.382 51.98
LOW 51.04
0.618 49.53
1.000 48.59
1.618 47.08
2.618 44.63
4.250 40.63
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 52.27 52.24
PP 51.99 51.98
S1 51.72 51.71

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

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