NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 48.67 50.86 2.19 4.5% 47.59
High 52.10 53.16 1.06 2.0% 54.24
Low 47.36 50.72 3.36 7.1% 46.67
Close 50.48 51.69 1.21 2.4% 51.69
Range 4.74 2.44 -2.30 -48.5% 7.57
ATR 3.17 3.13 -0.03 -1.1% 0.00
Volume 596,851 584,976 -11,875 -2.0% 2,915,670
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.18 57.87 53.03
R3 56.74 55.43 52.36
R2 54.30 54.30 52.14
R1 52.99 52.99 51.91 53.65
PP 51.86 51.86 51.86 52.18
S1 50.55 50.55 51.47 51.21
S2 49.42 49.42 51.24
S3 46.98 48.11 51.02
S4 44.54 45.67 50.35
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 73.58 70.20 55.85
R3 66.01 62.63 53.77
R2 58.44 58.44 53.08
R1 55.06 55.06 52.38 56.75
PP 50.87 50.87 50.87 51.71
S1 47.49 47.49 51.00 49.18
S2 43.30 43.30 50.30
S3 35.73 39.92 49.61
S4 28.16 32.35 47.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.24 46.67 7.57 14.6% 4.05 7.8% 66% False False 583,134
10 54.24 43.58 10.66 20.6% 3.12 6.0% 76% False False 465,976
20 54.24 43.58 10.66 20.6% 3.05 5.9% 76% False False 401,088
40 63.67 43.58 20.09 38.9% 2.94 5.7% 40% False False 238,057
60 77.90 43.58 34.32 66.4% 2.77 5.4% 24% False False 172,651
80 83.57 43.58 39.99 77.4% 2.61 5.0% 20% False False 138,389
100 92.32 43.58 48.74 94.3% 2.43 4.7% 17% False False 116,753
120 93.80 43.58 50.22 97.2% 2.22 4.3% 16% False False 99,738
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 0.54
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 63.53
2.618 59.55
1.618 57.11
1.000 55.60
0.618 54.67
HIGH 53.16
0.618 52.23
0.500 51.94
0.382 51.65
LOW 50.72
0.618 49.21
1.000 48.28
1.618 46.77
2.618 44.33
4.250 40.35
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 51.94 51.21
PP 51.86 50.74
S1 51.77 50.26

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

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