NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 52.43 50.98 -1.45 -2.8% 47.59
High 52.65 51.14 -1.51 -2.9% 54.24
Low 49.86 48.08 -1.78 -3.6% 46.67
Close 50.02 48.84 -1.18 -2.4% 51.69
Range 2.79 3.06 0.27 9.7% 7.57
ATR 3.07 3.07 0.00 0.0% 0.00
Volume 501,701 519,272 17,571 3.5% 2,915,670
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 58.53 56.75 50.52
R3 55.47 53.69 49.68
R2 52.41 52.41 49.40
R1 50.63 50.63 49.12 49.99
PP 49.35 49.35 49.35 49.04
S1 47.57 47.57 48.56 46.93
S2 46.29 46.29 48.28
S3 43.23 44.51 48.00
S4 40.17 41.45 47.16
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 53.99 47.36 6.63 13.6% 3.07 6.3% 22% False False 547,832
10 54.24 43.58 10.66 21.8% 3.38 6.9% 49% False False 522,788
20 54.24 43.58 10.66 21.8% 3.08 6.3% 49% False False 445,263
40 59.53 43.58 15.95 32.7% 2.95 6.0% 33% False False 272,253
60 77.79 43.58 34.21 70.0% 2.81 5.8% 15% False False 196,892
80 82.50 43.58 38.92 79.7% 2.58 5.3% 14% False False 156,206
100 91.92 43.58 48.34 99.0% 2.47 5.1% 11% False False 131,824
120 93.80 43.58 50.22 102.8% 2.27 4.6% 10% False False 112,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.15
2.618 59.15
1.618 56.09
1.000 54.20
0.618 53.03
HIGH 51.14
0.618 49.97
0.500 49.61
0.382 49.25
LOW 48.08
0.618 46.19
1.000 45.02
1.618 43.13
2.618 40.07
4.250 35.08
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 49.61 51.04
PP 49.35 50.30
S1 49.10 49.57

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

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