NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 48.62 50.62 2.00 4.1% 46.01
High 51.29 55.05 3.76 7.3% 49.10
Low 47.47 50.56 3.09 6.5% 44.37
Close 50.45 53.86 3.41 6.8% 48.99
Range 3.82 4.49 0.67 17.5% 4.73
ATR 2.68 2.82 0.14 5.1% 0.00
Volume 94,949 117,408 22,459 23.7% 371,254
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 66.63 64.73 56.33
R3 62.14 60.24 55.09
R2 57.65 57.65 54.68
R1 55.75 55.75 54.27 56.70
PP 53.16 53.16 53.16 53.63
S1 51.26 51.26 53.45 52.21
S2 48.67 48.67 53.04
S3 44.18 46.77 52.63
S4 39.69 42.28 51.39
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 55.05 44.37 10.68 19.8% 3.07 5.7% 89% True False 88,321
10 55.05 44.37 10.68 19.8% 2.63 4.9% 89% True False 82,545
20 55.05 44.37 10.68 19.8% 2.74 5.1% 89% True False 75,485
40 67.13 44.37 22.76 42.3% 2.71 5.0% 42% False False 50,232
60 79.70 44.37 35.33 65.6% 2.57 4.8% 27% False False 39,160
80 85.79 44.37 41.42 76.9% 2.44 4.5% 23% False False 32,565
100 92.17 44.37 47.80 88.7% 2.25 4.2% 20% False False 27,647
120 94.76 44.37 50.39 93.6% 2.03 3.8% 19% False False 23,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 74.13
2.618 66.80
1.618 62.31
1.000 59.54
0.618 57.82
HIGH 55.05
0.618 53.33
0.500 52.81
0.382 52.28
LOW 50.56
0.618 47.79
1.000 46.07
1.618 43.30
2.618 38.81
4.250 31.48
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 53.51 52.59
PP 53.16 51.33
S1 52.81 50.06

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

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