NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 53.24 50.55 -2.69 -5.1% 52.01
High 53.41 52.14 -1.27 -2.4% 53.99
Low 50.32 49.15 -1.17 -2.3% 48.08
Close 52.14 51.16 -0.98 -1.9% 52.78
Range 3.09 2.99 -0.10 -3.2% 5.91
ATR 3.04 3.04 0.00 -0.1% 0.00
Volume 257,476 125,210 -132,266 -51.4% 2,558,071
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.79 58.46 52.80
R3 56.80 55.47 51.98
R2 53.81 53.81 51.71
R1 52.48 52.48 51.43 53.15
PP 50.82 50.82 50.82 51.15
S1 49.49 49.49 50.89 50.16
S2 47.83 47.83 50.61
S3 44.84 46.50 50.34
S4 41.85 43.51 49.52
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 49.14 5.01 9.8% 2.86 5.6% 40% False False 380,443
10 54.15 47.36 6.79 13.3% 2.97 5.8% 56% False False 464,138
20 54.24 43.58 10.66 20.8% 2.97 5.8% 71% False False 446,021
40 58.88 43.58 15.30 29.9% 2.81 5.5% 50% False False 309,763
60 77.79 43.58 34.21 66.9% 2.89 5.6% 22% False False 224,851
80 82.19 43.58 38.61 75.5% 2.63 5.1% 20% False False 177,646
100 91.92 43.58 48.34 94.5% 2.56 5.0% 16% False False 149,686
120 93.80 43.58 50.22 98.2% 2.35 4.6% 15% False False 127,919
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.85
2.618 59.97
1.618 56.98
1.000 55.13
0.618 53.99
HIGH 52.14
0.618 51.00
0.500 50.65
0.382 50.29
LOW 49.15
0.618 47.30
1.000 46.16
1.618 44.31
2.618 41.32
4.250 36.44
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 50.99 51.65
PP 50.82 51.49
S1 50.65 51.32

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

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