NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 44.63 47.59 2.96 6.6% 45.20
High 48.35 50.56 2.21 4.6% 48.35
Low 44.31 46.67 2.36 5.3% 43.58
Close 48.24 49.57 1.33 2.8% 48.24
Range 4.04 3.89 -0.15 -3.7% 4.77
ATR 2.66 2.75 0.09 3.3% 0.00
Volume 454,142 511,409 57,267 12.6% 1,744,093
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.60 58.98 51.71
R3 56.71 55.09 50.64
R2 52.82 52.82 50.28
R1 51.20 51.20 49.93 52.01
PP 48.93 48.93 48.93 49.34
S1 47.31 47.31 49.21 48.12
S2 45.04 45.04 48.86
S3 41.15 43.42 48.50
S4 37.26 39.53 47.43
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 61.03 59.41 50.86
R3 56.26 54.64 49.55
R2 51.49 51.49 49.11
R1 49.87 49.87 48.68 50.68
PP 46.72 46.72 46.72 47.13
S1 45.10 45.10 47.80 45.91
S2 41.95 41.95 47.37
S3 37.18 40.33 46.93
S4 32.41 35.56 45.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.56 43.58 6.98 14.1% 2.56 5.2% 86% True False 388,972
10 50.56 43.58 6.98 14.1% 2.51 5.1% 86% True False 383,576
20 53.12 43.58 9.54 19.2% 2.73 5.5% 63% False False 306,999
40 68.40 43.58 24.82 50.1% 2.74 5.5% 24% False False 182,254
60 79.65 43.58 36.07 72.8% 2.64 5.3% 17% False False 135,548
80 86.49 43.58 42.91 86.6% 2.52 5.1% 14% False False 110,374
100 92.32 43.58 48.74 98.3% 2.33 4.7% 12% False False 93,733
120 95.10 43.58 51.52 103.9% 2.13 4.3% 12% False False 80,019
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.09
2.618 60.74
1.618 56.85
1.000 54.45
0.618 52.96
HIGH 50.56
0.618 49.07
0.500 48.62
0.382 48.16
LOW 46.67
0.618 44.27
1.000 42.78
1.618 40.38
2.618 36.49
4.250 30.14
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 49.25 48.74
PP 48.93 47.90
S1 48.62 47.07

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

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