NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 52.78 49.64 -3.14 -5.9% 46.01
High 53.38 52.92 -0.46 -0.9% 49.10
Low 48.81 48.20 -0.61 -1.2% 44.37
Close 49.30 51.31 2.01 4.1% 48.99
Range 4.57 4.72 0.15 3.3% 4.73
ATR 2.98 3.10 0.12 4.2% 0.00
Volume 137,922 149,771 11,849 8.6% 371,254
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.97 62.86 53.91
R3 60.25 58.14 52.61
R2 55.53 55.53 52.18
R1 53.42 53.42 51.74 54.48
PP 50.81 50.81 50.81 51.34
S1 48.70 48.70 50.88 49.76
S2 46.09 46.09 50.44
S3 41.37 43.98 50.01
S4 36.65 39.26 48.71
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 45.07 9.98 19.5% 4.33 8.4% 63% False False 114,180
10 55.05 44.37 10.68 20.8% 3.08 6.0% 65% False False 95,306
20 55.05 44.37 10.68 20.8% 2.95 5.7% 65% False False 83,671
40 64.75 44.37 20.38 39.7% 2.84 5.5% 34% False False 56,494
60 79.70 44.37 35.33 68.9% 2.67 5.2% 20% False False 43,412
80 83.90 44.37 39.53 77.0% 2.49 4.8% 18% False False 35,827
100 92.17 44.37 47.80 93.2% 2.31 4.5% 15% False False 30,376
120 93.50 44.37 49.13 95.8% 2.08 4.1% 14% False False 25,967
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 0.64
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 72.98
2.618 65.28
1.618 60.56
1.000 57.64
0.618 55.84
HIGH 52.92
0.618 51.12
0.500 50.56
0.382 50.00
LOW 48.20
0.618 45.28
1.000 43.48
1.618 40.56
2.618 35.84
4.250 28.14
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 51.06 51.63
PP 50.81 51.52
S1 50.56 51.42

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

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