NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 46.73 49.20 2.47 5.3% 48.88
High 49.34 49.20 -0.14 -0.3% 51.73
Low 46.40 46.34 -0.06 -0.1% 44.78
Close 49.13 46.47 -2.66 -5.4% 49.13
Range 2.94 2.86 -0.08 -2.7% 6.95
ATR 2.89 2.89 0.00 -0.1% 0.00
Volume 404,879 438,892 34,013 8.4% 1,605,849
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 55.92 54.05 48.04
R3 53.06 51.19 47.26
R2 50.20 50.20 46.99
R1 48.33 48.33 46.73 47.84
PP 47.34 47.34 47.34 47.09
S1 45.47 45.47 46.21 44.98
S2 44.48 44.48 45.95
S3 41.62 42.61 45.68
S4 38.76 39.75 44.90
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 69.40 66.21 52.95
R3 62.45 59.26 51.04
R2 55.50 55.50 50.40
R1 52.31 52.31 49.77 53.91
PP 48.55 48.55 48.55 49.34
S1 45.36 45.36 48.49 46.96
S2 41.60 41.60 47.86
S3 34.65 38.41 47.22
S4 27.70 31.46 45.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.73 44.78 6.95 15.0% 3.47 7.5% 24% False False 365,030
10 51.73 44.78 6.95 15.0% 2.94 6.3% 24% False False 267,672
20 58.88 44.78 14.10 30.3% 2.76 5.9% 12% False False 161,003
40 77.79 44.78 33.01 71.0% 2.86 6.1% 5% False False 107,792
60 82.19 44.78 37.41 80.5% 2.52 5.4% 5% False False 83,176
80 91.92 44.78 47.14 101.4% 2.45 5.3% 4% False False 71,870
100 93.80 44.78 49.02 105.5% 2.21 4.8% 3% False False 61,008
120 96.85 44.78 52.07 112.1% 2.01 4.3% 3% False False 52,465
Crabel Price Patterns
NR True
NR4 True
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 0.79
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.36
2.618 56.69
1.618 53.83
1.000 52.06
0.618 50.97
HIGH 49.20
0.618 48.11
0.500 47.77
0.382 47.43
LOW 46.34
0.618 44.57
1.000 43.48
1.618 41.71
2.618 38.85
4.250 34.19
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 47.77 49.04
PP 47.34 48.18
S1 46.90 47.33

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

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