NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 49.79 51.67 1.88 3.8% 45.20
High 54.24 52.56 -1.68 -3.1% 48.35
Low 49.69 47.95 -1.74 -3.5% 43.58
Close 53.05 48.45 -4.60 -8.7% 48.24
Range 4.55 4.61 0.06 1.3% 4.77
ATR 2.89 3.05 0.16 5.5% 0.00
Volume 644,919 577,515 -67,404 -10.5% 1,744,093
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 63.48 60.58 50.99
R3 58.87 55.97 49.72
R2 54.26 54.26 49.30
R1 51.36 51.36 48.87 50.51
PP 49.65 49.65 49.65 49.23
S1 46.75 46.75 48.03 45.90
S2 45.04 45.04 47.60
S3 40.43 42.14 47.18
S4 35.82 37.53 45.91
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 22.0% 3.69 7.6% 46% False False 497,743
10 54.24 43.58 10.66 22.0% 2.98 6.1% 46% False False 427,905
20 54.24 43.58 10.66 22.0% 2.90 6.0% 46% False False 359,253
40 65.90 43.58 22.32 46.1% 2.88 5.9% 22% False False 210,983
60 79.65 43.58 36.07 74.4% 2.72 5.6% 14% False False 154,218
80 84.51 43.58 40.93 84.5% 2.57 5.3% 12% False False 124,613
100 92.32 43.58 48.74 100.6% 2.39 4.9% 10% False False 105,462
120 94.90 43.58 51.32 105.9% 2.19 4.5% 9% False False 90,060
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 0.65
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 72.15
2.618 64.63
1.618 60.02
1.000 57.17
0.618 55.41
HIGH 52.56
0.618 50.80
0.500 50.26
0.382 49.71
LOW 47.95
0.618 45.10
1.000 43.34
1.618 40.49
2.618 35.88
4.250 28.36
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 50.26 50.46
PP 49.65 49.79
S1 49.05 49.12

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

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