NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 48.83 48.18 -0.65 -1.3% 50.38
High 50.55 49.00 -1.55 -3.1% 50.57
Low 47.45 46.97 -0.48 -1.0% 46.97
Close 47.86 47.31 -0.55 -1.1% 47.31
Range 3.10 2.03 -1.07 -34.5% 3.60
ATR 2.64 2.60 -0.04 -1.7% 0.00
Volume 35,889 49,449 13,560 37.8% 164,642
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 53.85 52.61 48.43
R3 51.82 50.58 47.87
R2 49.79 49.79 47.68
R1 48.55 48.55 47.50 48.16
PP 47.76 47.76 47.76 47.56
S1 46.52 46.52 47.12 46.13
S2 45.73 45.73 46.94
S3 43.70 44.49 46.75
S4 41.67 42.46 46.19
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 59.08 56.80 49.29
R3 55.48 53.20 48.30
R2 51.88 51.88 47.97
R1 49.60 49.60 47.64 48.94
PP 48.28 48.28 48.28 47.96
S1 46.00 46.00 46.98 45.34
S2 44.68 44.68 46.65
S3 41.08 42.40 46.32
S4 37.48 38.80 45.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.75 46.97 3.78 8.0% 2.41 5.1% 9% False True 43,440
10 52.91 46.37 6.54 13.8% 2.72 5.7% 14% False False 40,686
20 58.30 46.37 11.93 25.2% 2.43 5.1% 8% False False 30,069
40 76.74 46.37 30.37 64.2% 2.68 5.7% 3% False False 24,781
60 81.93 46.37 35.56 75.2% 2.32 4.9% 3% False False 19,703
80 90.94 46.37 44.57 94.2% 2.22 4.7% 2% False False 16,681
100 93.40 46.37 47.03 99.4% 2.00 4.2% 2% False False 14,089
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.63
2.618 54.31
1.618 52.28
1.000 51.03
0.618 50.25
HIGH 49.00
0.618 48.22
0.500 47.99
0.382 47.75
LOW 46.97
0.618 45.72
1.000 44.94
1.618 43.69
2.618 41.66
4.250 38.34
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 47.99 48.76
PP 47.76 48.28
S1 47.54 47.79

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

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