NYMEX Light Sweet Crude Oil Future June 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 51.17 49.13 -2.04 -4.0% 51.31
High 53.64 51.54 -2.10 -3.9% 53.64
Low 48.88 48.78 -0.10 -0.2% 47.16
Close 49.10 51.37 2.27 4.6% 51.37
Range 4.76 2.76 -2.00 -42.0% 6.48
ATR 2.72 2.72 0.00 0.1% 0.00
Volume 85,852 111,229 25,377 29.6% 396,631
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 58.84 57.87 52.89
R3 56.08 55.11 52.13
R2 53.32 53.32 51.88
R1 52.35 52.35 51.62 52.84
PP 50.56 50.56 50.56 50.81
S1 49.59 49.59 51.12 50.08
S2 47.80 47.80 50.86
S3 45.04 46.83 50.61
S4 42.28 44.07 49.85
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 70.16 67.25 54.93
R3 63.68 60.77 53.15
R2 57.20 57.20 52.56
R1 54.29 54.29 51.96 55.75
PP 50.72 50.72 50.72 51.45
S1 47.81 47.81 50.78 49.27
S2 44.24 44.24 50.18
S3 37.76 41.33 49.59
S4 31.28 34.85 47.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.64 47.16 6.48 12.6% 3.23 6.3% 65% False False 79,326
10 55.02 47.16 7.86 15.3% 2.75 5.4% 54% False False 66,756
20 60.23 47.16 13.07 25.4% 2.71 5.3% 32% False False 51,043
40 77.70 47.16 30.54 59.5% 2.65 5.2% 14% False False 46,731
60 81.92 47.16 34.76 67.7% 2.37 4.6% 12% False False 42,244
80 90.62 47.16 43.46 84.6% 2.27 4.4% 10% False False 40,516
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 0.67
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.27
2.618 58.77
1.618 56.01
1.000 54.30
0.618 53.25
HIGH 51.54
0.618 50.49
0.500 50.16
0.382 49.83
LOW 48.78
0.618 47.07
1.000 46.02
1.618 44.31
2.618 41.55
4.250 37.05
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 50.97 51.19
PP 50.56 51.00
S1 50.16 50.82

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

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