NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 48.60 46.35 -2.25 -4.6% 48.19
High 51.27 48.87 -2.40 -4.7% 51.27
Low 46.07 45.95 -0.12 -0.3% 44.20
Close 46.25 48.69 2.44 5.3% 48.69
Range 5.20 2.92 -2.28 -43.8% 7.07
ATR 2.94 2.93 0.00 0.0% 0.00
Volume 478,340 175,626 -302,714 -63.3% 2,035,705
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 56.60 55.56 50.30
R3 53.68 52.64 49.49
R2 50.76 50.76 49.23
R1 49.72 49.72 48.96 50.24
PP 47.84 47.84 47.84 48.10
S1 46.80 46.80 48.42 47.32
S2 44.92 44.92 48.15
S3 42.00 43.88 47.89
S4 39.08 40.96 47.08
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 69.26 66.05 52.58
R3 62.19 58.98 50.63
R2 55.12 55.12 49.99
R1 51.91 51.91 49.34 53.52
PP 48.05 48.05 48.05 48.86
S1 44.84 44.84 48.04 46.45
S2 40.98 40.98 47.39
S3 33.91 37.77 46.75
S4 26.84 30.70 44.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.27 44.20 7.07 14.5% 3.44 7.1% 64% False False 407,141
10 52.73 44.20 8.53 17.5% 2.99 6.1% 53% False False 410,630
20 59.04 44.20 14.84 30.5% 2.89 5.9% 30% False False 337,974
40 77.81 44.20 33.61 69.0% 2.86 5.9% 13% False False 222,002
60 82.32 44.20 38.12 78.3% 2.57 5.3% 12% False False 160,154
80 92.47 44.20 48.27 99.1% 2.49 5.1% 9% False False 126,688
100 93.83 44.20 49.63 101.9% 2.26 4.6% 9% False False 103,994
120 97.63 44.20 53.43 109.7% 2.06 4.2% 8% False False 87,750
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 0.84
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.28
2.618 56.51
1.618 53.59
1.000 51.79
0.618 50.67
HIGH 48.87
0.618 47.75
0.500 47.41
0.382 47.07
LOW 45.95
0.618 44.15
1.000 43.03
1.618 41.23
2.618 38.31
4.250 33.54
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 48.26 48.51
PP 47.84 48.32
S1 47.41 48.14

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

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