NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 45.37 48.62 3.25 7.2% 46.01
High 49.10 51.29 2.19 4.5% 49.10
Low 45.07 47.47 2.40 5.3% 44.37
Close 48.99 50.45 1.46 3.0% 48.99
Range 4.03 3.82 -0.21 -5.2% 4.73
ATR 2.59 2.68 0.09 3.4% 0.00
Volume 70,852 94,949 24,097 34.0% 371,254
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 61.20 59.64 52.55
R3 57.38 55.82 51.50
R2 53.56 53.56 51.15
R1 52.00 52.00 50.80 52.78
PP 49.74 49.74 49.74 50.13
S1 48.18 48.18 50.10 48.96
S2 45.92 45.92 49.75
S3 42.10 44.36 49.40
S4 38.28 40.54 48.35
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 61.68 60.06 51.59
R3 56.95 55.33 50.29
R2 52.22 52.22 49.86
R1 50.60 50.60 49.42 51.41
PP 47.49 47.49 47.49 47.89
S1 45.87 45.87 48.56 46.68
S2 42.76 42.76 48.12
S3 38.03 41.14 47.69
S4 33.30 36.41 46.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.29 44.37 6.92 13.7% 2.51 5.0% 88% True False 76,865
10 51.29 44.37 6.92 13.7% 2.46 4.9% 88% True False 77,548
20 53.60 44.37 9.23 18.3% 2.65 5.3% 66% False False 71,035
40 68.53 44.37 24.16 47.9% 2.65 5.2% 25% False False 47,720
60 79.70 44.37 35.33 70.0% 2.54 5.0% 17% False False 37,601
80 86.22 44.37 41.85 83.0% 2.40 4.8% 15% False False 31,259
100 92.17 44.37 47.80 94.7% 2.22 4.4% 13% False False 26,538
120 94.76 44.37 50.39 99.9% 2.00 4.0% 12% False False 22,649
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.53
2.618 61.29
1.618 57.47
1.000 55.11
0.618 53.65
HIGH 51.29
0.618 49.83
0.500 49.38
0.382 48.93
LOW 47.47
0.618 45.11
1.000 43.65
1.618 41.29
2.618 37.47
4.250 31.24
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 50.09 49.58
PP 49.74 48.70
S1 49.38 47.83

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

View Archives - Comment on this page... - Back to Index of Symbols