NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 50.86 52.01 1.15 2.3% 47.59
High 53.16 53.99 0.83 1.6% 54.24
Low 50.72 51.65 0.93 1.8% 46.67
Close 51.69 52.86 1.17 2.3% 51.69
Range 2.44 2.34 -0.10 -4.1% 7.57
ATR 3.13 3.08 -0.06 -1.8% 0.00
Volume 584,976 536,364 -48,612 -8.3% 2,915,670
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.85 58.70 54.15
R3 57.51 56.36 53.50
R2 55.17 55.17 53.29
R1 54.02 54.02 53.07 54.60
PP 52.83 52.83 52.83 53.12
S1 51.68 51.68 52.65 52.26
S2 50.49 50.49 52.43
S3 48.15 49.34 52.22
S4 45.81 47.00 51.57
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 47.36 6.88 13.0% 3.74 7.1% 80% False False 588,125
10 54.24 43.58 10.66 20.2% 3.15 6.0% 87% False False 488,548
20 54.24 43.58 10.66 20.2% 3.05 5.8% 87% False False 419,111
40 62.12 43.58 18.54 35.1% 2.93 5.5% 50% False False 250,017
60 77.79 43.58 34.21 64.7% 2.79 5.3% 27% False False 181,060
80 82.58 43.58 39.00 73.8% 2.59 4.9% 24% False False 144,695
100 92.27 43.58 48.69 92.1% 2.44 4.6% 19% False False 121,968
120 93.80 43.58 50.22 95.0% 2.23 4.2% 18% False False 104,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.49
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 63.94
2.618 60.12
1.618 57.78
1.000 56.33
0.618 55.44
HIGH 53.99
0.618 53.10
0.500 52.82
0.382 52.54
LOW 51.65
0.618 50.20
1.000 49.31
1.618 47.86
2.618 45.52
4.250 41.71
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 52.85 52.13
PP 52.83 51.40
S1 52.82 50.68

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

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