NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 50.62 52.78 2.16 4.3% 46.01
High 55.05 53.38 -1.67 -3.0% 49.10
Low 50.56 48.81 -1.75 -3.5% 44.37
Close 53.86 49.30 -4.56 -8.5% 48.99
Range 4.49 4.57 0.08 1.8% 4.73
ATR 2.82 2.98 0.16 5.7% 0.00
Volume 117,408 137,922 20,514 17.5% 371,254
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.21 61.32 51.81
R3 59.64 56.75 50.56
R2 55.07 55.07 50.14
R1 52.18 52.18 49.72 51.34
PP 50.50 50.50 50.50 50.08
S1 47.61 47.61 48.88 46.77
S2 45.93 45.93 48.46
S3 41.36 43.04 48.04
S4 36.79 38.47 46.79
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 21.7% 3.65 7.4% 46% False False 103,832
10 55.05 44.37 10.68 21.7% 2.93 5.9% 46% False False 87,670
20 55.05 44.37 10.68 21.7% 2.83 5.7% 46% False False 80,304
40 65.84 44.37 21.47 43.5% 2.79 5.7% 23% False False 53,182
60 79.70 44.37 35.33 71.7% 2.62 5.3% 14% False False 41,130
80 84.25 44.37 39.88 80.9% 2.46 5.0% 12% False False 34,121
100 92.17 44.37 47.80 97.0% 2.27 4.6% 10% False False 28,963
120 94.52 44.37 50.15 101.7% 2.06 4.2% 10% False False 24,738
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 0.65
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 72.80
2.618 65.34
1.618 60.77
1.000 57.95
0.618 56.20
HIGH 53.38
0.618 51.63
0.500 51.10
0.382 50.56
LOW 48.81
0.618 45.99
1.000 44.24
1.618 41.42
2.618 36.85
4.250 29.39
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 51.10 51.26
PP 50.50 50.61
S1 49.90 49.95

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

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