NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 52.75 53.24 0.49 0.9% 52.01
High 54.15 53.41 -0.74 -1.4% 53.99
Low 50.81 50.32 -0.49 -1.0% 48.08
Close 53.53 52.14 -1.39 -2.6% 52.78
Range 3.34 3.09 -0.25 -7.5% 5.91
ATR 3.03 3.04 0.01 0.4% 0.00
Volume 518,799 257,476 -261,323 -50.4% 2,558,071
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 61.23 59.77 53.84
R3 58.14 56.68 52.99
R2 55.05 55.05 52.71
R1 53.59 53.59 52.42 52.78
PP 51.96 51.96 51.96 51.55
S1 50.50 50.50 51.86 49.69
S2 48.87 48.87 51.57
S3 45.78 47.41 51.29
S4 42.69 44.32 50.44
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 54.15 48.08 6.07 11.6% 2.87 5.5% 67% False False 459,256
10 54.15 47.36 6.79 13.0% 3.13 6.0% 70% False False 509,368
20 54.24 43.58 10.66 20.4% 2.91 5.6% 80% False False 456,773
40 58.88 43.58 15.30 29.3% 2.83 5.4% 56% False False 308,888
60 77.79 43.58 34.21 65.6% 2.87 5.5% 25% False False 224,119
80 82.19 43.58 38.61 74.1% 2.62 5.0% 22% False False 176,575
100 91.92 43.58 48.34 92.7% 2.54 4.9% 18% False False 148,851
120 93.80 43.58 50.22 96.3% 2.33 4.5% 17% False False 126,969
Crabel Price Patterns
NR True
NR4 False
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.54
2.618 61.50
1.618 58.41
1.000 56.50
0.618 55.32
HIGH 53.41
0.618 52.23
0.500 51.87
0.382 51.50
LOW 50.32
0.618 48.41
1.000 47.23
1.618 45.32
2.618 42.23
4.250 37.19
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 52.05 52.24
PP 51.96 52.20
S1 51.87 52.17

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

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