NYMEX Light Sweet Crude Oil Future March 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 50.55 51.24 0.69 1.4% 52.75
High 52.14 51.85 -0.29 -0.6% 54.15
Low 49.15 49.91 0.76 1.5% 49.15
Close 51.16 50.34 -0.82 -1.6% 50.34
Range 2.99 1.94 -1.05 -35.1% 5.00
ATR 3.04 2.96 -0.08 -2.6% 0.00
Volume 125,210 25,700 -99,510 -79.5% 927,185
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 56.52 55.37 51.41
R3 54.58 53.43 50.87
R2 52.64 52.64 50.70
R1 51.49 51.49 50.52 51.10
PP 50.70 50.70 50.70 50.50
S1 49.55 49.55 50.16 49.16
S2 48.76 48.76 49.98
S3 46.82 47.61 49.81
S4 44.88 45.67 49.27
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 66.21 63.28 53.09
R3 61.21 58.28 51.72
R2 56.21 56.21 51.26
R1 53.28 53.28 50.80 52.25
PP 51.21 51.21 51.21 50.70
S1 48.28 48.28 49.88 47.25
S2 46.21 46.21 49.42
S3 41.21 43.28 48.97
S4 36.21 38.28 47.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.15 49.15 5.00 9.9% 2.75 5.5% 24% False False 272,851
10 54.15 48.08 6.07 12.1% 2.69 5.3% 37% False False 407,023
20 54.24 43.58 10.66 21.2% 2.91 5.8% 63% False False 425,965
40 57.91 43.58 14.33 28.5% 2.77 5.5% 47% False False 308,646
60 77.11 43.58 33.53 66.6% 2.88 5.7% 20% False False 224,570
80 82.19 43.58 38.61 76.7% 2.64 5.2% 18% False False 177,545
100 91.92 43.58 48.34 96.0% 2.57 5.1% 14% False False 149,664
120 93.80 43.58 50.22 99.8% 2.36 4.7% 13% False False 128,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 60.10
2.618 56.93
1.618 54.99
1.000 53.79
0.618 53.05
HIGH 51.85
0.618 51.11
0.500 50.88
0.382 50.65
LOW 49.91
0.618 48.71
1.000 47.97
1.618 46.77
2.618 44.83
4.250 41.67
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 50.88 51.28
PP 50.70 50.97
S1 50.52 50.65

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

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