NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 48.00 48.78 0.78 1.6% 55.05
High 49.31 49.65 0.34 0.7% 55.74
Low 46.83 47.73 0.90 1.9% 52.03
Close 48.65 48.79 0.14 0.3% 52.69
Range 2.48 1.92 -0.56 -22.6% 3.71
ATR 2.75 2.69 -0.06 -2.2% 0.00
Volume 460,083 362,081 -98,002 -21.3% 962,159
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 54.48 53.56 49.85
R3 52.56 51.64 49.32
R2 50.64 50.64 49.14
R1 49.72 49.72 48.97 50.18
PP 48.72 48.72 48.72 48.96
S1 47.80 47.80 48.61 48.26
S2 46.80 46.80 48.44
S3 44.88 45.88 48.26
S4 42.96 43.96 47.73
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.62 62.36 54.73
R3 60.91 58.65 53.71
R2 57.20 57.20 53.37
R1 54.94 54.94 53.03 54.22
PP 53.49 53.49 53.49 53.12
S1 51.23 51.23 52.35 50.51
S2 49.78 49.78 52.01
S3 46.07 47.52 51.67
S4 42.36 43.81 50.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.11 46.83 8.28 17.0% 2.67 5.5% 24% False False 383,659
10 57.15 46.83 10.32 21.2% 2.36 4.8% 19% False False 291,391
20 63.60 46.83 16.77 34.4% 2.89 5.9% 12% False False 279,143
40 77.90 46.83 31.07 63.7% 2.68 5.5% 6% False False 167,138
60 83.73 46.83 36.90 75.6% 2.51 5.1% 5% False False 122,208
80 92.63 46.83 45.80 93.9% 2.34 4.8% 4% False False 96,917
100 93.83 46.83 47.00 96.3% 2.12 4.4% 4% False False 79,943
120 98.68 46.83 51.85 106.3% 1.95 4.0% 4% False False 67,658
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.64
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.81
2.618 54.68
1.618 52.76
1.000 51.57
0.618 50.84
HIGH 49.65
0.618 48.92
0.500 48.69
0.382 48.46
LOW 47.73
0.618 46.54
1.000 45.81
1.618 44.62
2.618 42.70
4.250 39.57
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 48.76 48.73
PP 48.72 48.66
S1 48.69 48.60

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

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