NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 51.67 48.67 -3.00 -5.8% 45.20
High 52.56 52.10 -0.46 -0.9% 48.35
Low 47.95 47.36 -0.59 -1.2% 43.58
Close 48.45 50.48 2.03 4.2% 48.24
Range 4.61 4.74 0.13 2.8% 4.77
ATR 3.05 3.17 0.12 4.0% 0.00
Volume 577,515 596,851 19,336 3.3% 1,744,093
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.20 62.08 53.09
R3 59.46 57.34 51.78
R2 54.72 54.72 51.35
R1 52.60 52.60 50.91 53.66
PP 49.98 49.98 49.98 50.51
S1 47.86 47.86 50.05 48.92
S2 45.24 45.24 49.61
S3 40.50 43.12 49.18
S4 35.76 38.38 47.87
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 44.31 9.93 19.7% 4.37 8.6% 62% False False 556,967
10 54.24 43.58 10.66 21.1% 3.13 6.2% 65% False False 444,907
20 54.24 43.58 10.66 21.1% 3.02 6.0% 65% False False 380,991
40 64.56 43.58 20.98 41.6% 2.93 5.8% 33% False False 224,893
60 79.65 43.58 36.07 71.5% 2.77 5.5% 19% False False 163,643
80 84.10 43.58 40.52 80.3% 2.60 5.1% 17% False False 131,601
100 92.32 43.58 48.74 96.6% 2.42 4.8% 14% False False 111,131
120 93.80 43.58 50.22 99.5% 2.21 4.4% 14% False False 94,957
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 0.64
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 72.25
2.618 64.51
1.618 59.77
1.000 56.84
0.618 55.03
HIGH 52.10
0.618 50.29
0.500 49.73
0.382 49.17
LOW 47.36
0.618 44.43
1.000 42.62
1.618 39.69
2.618 34.95
4.250 27.22
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 50.23 50.80
PP 49.98 50.69
S1 49.73 50.59

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

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