NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 49.42 51.35 1.93 3.9% 52.01
High 51.60 53.43 1.83 3.5% 53.99
Low 49.14 51.03 1.89 3.8% 48.08
Close 51.21 52.78 1.57 3.1% 52.78
Range 2.46 2.40 -0.06 -2.4% 5.91
ATR 3.05 3.00 -0.05 -1.5% 0.00
Volume 563,662 437,072 -126,590 -22.5% 2,558,071
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.61 58.60 54.10
R3 57.21 56.20 53.44
R2 54.81 54.81 53.22
R1 53.80 53.80 53.00 54.31
PP 52.41 52.41 52.41 52.67
S1 51.40 51.40 52.56 51.91
S2 50.01 50.01 52.34
S3 47.61 49.00 52.12
S4 45.21 46.60 51.46
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 69.35 66.97 56.03
R3 63.44 61.06 54.41
R2 57.53 57.53 53.86
R1 55.15 55.15 53.32 56.34
PP 51.62 51.62 51.62 52.21
S1 49.24 49.24 52.24 50.43
S2 45.71 45.71 51.70
S3 39.80 43.33 51.15
S4 33.89 37.42 49.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.99 48.08 5.91 11.2% 2.61 4.9% 80% False False 511,614
10 54.24 46.67 7.57 14.3% 3.33 6.3% 81% False False 547,374
20 54.24 43.58 10.66 20.2% 2.87 5.4% 86% False False 460,148
40 59.53 43.58 15.95 30.2% 2.90 5.5% 58% False False 293,777
60 77.79 43.58 34.21 64.8% 2.82 5.3% 27% False False 212,318
80 82.19 43.58 38.61 73.2% 2.59 4.9% 24% False False 167,680
100 91.92 43.58 48.34 91.6% 2.50 4.7% 19% False False 141,470
120 93.80 43.58 50.22 95.1% 2.29 4.3% 18% False False 120,617
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.63
2.618 59.71
1.618 57.31
1.000 55.83
0.618 54.91
HIGH 53.43
0.618 52.51
0.500 52.23
0.382 51.95
LOW 51.03
0.618 49.55
1.000 48.63
1.618 47.15
2.618 44.75
4.250 40.83
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 52.60 52.11
PP 52.41 51.43
S1 52.23 50.76

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

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