NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 47.59 49.79 2.20 4.6% 45.20
High 50.56 54.24 3.68 7.3% 48.35
Low 46.67 49.69 3.02 6.5% 43.58
Close 49.57 53.05 3.48 7.0% 48.24
Range 3.89 4.55 0.66 17.0% 4.77
ATR 2.75 2.89 0.14 5.0% 0.00
Volume 511,409 644,919 133,510 26.1% 1,744,093
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.98 64.06 55.55
R3 61.43 59.51 54.30
R2 56.88 56.88 53.88
R1 54.96 54.96 53.47 55.92
PP 52.33 52.33 52.33 52.81
S1 50.41 50.41 52.63 51.37
S2 47.78 47.78 52.22
S3 43.23 45.86 51.80
S4 38.68 41.31 50.55
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 54.24 43.58 10.66 20.1% 3.12 5.9% 89% True False 455,328
10 54.24 43.58 10.66 20.1% 2.68 5.1% 89% True False 404,179
20 54.24 43.58 10.66 20.1% 2.81 5.3% 89% True False 335,925
40 67.07 43.58 23.49 44.3% 2.80 5.3% 40% False False 197,437
60 79.65 43.58 36.07 68.0% 2.67 5.0% 26% False False 145,497
80 86.05 43.58 42.47 80.1% 2.56 4.8% 22% False False 117,930
100 92.32 43.58 48.74 91.9% 2.36 4.5% 19% False False 99,961
120 95.10 43.58 51.52 97.1% 2.16 4.1% 18% False False 85,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 73.58
2.618 66.15
1.618 61.60
1.000 58.79
0.618 57.05
HIGH 54.24
0.618 52.50
0.500 51.97
0.382 51.43
LOW 49.69
0.618 46.88
1.000 45.14
1.618 42.33
2.618 37.78
4.250 30.35
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 52.69 51.79
PP 52.33 50.53
S1 51.97 49.28

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

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