NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 49.64 51.76 2.12 4.3% 48.62
High 52.92 53.98 1.06 2.0% 55.05
Low 48.20 51.58 3.38 7.0% 47.47
Close 51.31 52.50 1.19 2.3% 52.50
Range 4.72 2.40 -2.32 -49.2% 7.58
ATR 3.10 3.07 -0.03 -1.0% 0.00
Volume 149,771 189,105 39,334 26.3% 689,155
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.89 58.59 53.82
R3 57.49 56.19 53.16
R2 55.09 55.09 52.94
R1 53.79 53.79 52.72 54.44
PP 52.69 52.69 52.69 53.01
S1 51.39 51.39 52.28 52.04
S2 50.29 50.29 52.06
S3 47.89 48.99 51.84
S4 45.49 46.59 51.18
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 74.41 71.04 56.67
R3 66.83 63.46 54.58
R2 59.25 59.25 53.89
R1 55.88 55.88 53.19 57.57
PP 51.67 51.67 51.67 52.52
S1 48.30 48.30 51.81 49.99
S2 44.09 44.09 51.11
S3 36.51 40.72 50.42
S4 28.93 33.14 48.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.05 47.47 7.58 14.4% 4.00 7.6% 66% False False 137,831
10 55.05 44.37 10.68 20.3% 3.08 5.9% 76% False False 106,040
20 55.05 44.37 10.68 20.3% 2.98 5.7% 76% False False 89,903
40 63.78 44.37 19.41 37.0% 2.86 5.4% 42% False False 60,506
60 77.96 44.37 33.59 64.0% 2.67 5.1% 24% False False 46,250
80 83.28 44.37 38.91 74.1% 2.50 4.8% 21% False False 38,050
100 92.17 44.37 47.80 91.0% 2.32 4.4% 17% False False 32,213
120 93.50 44.37 49.13 93.6% 2.10 4.0% 17% False False 27,525
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.56
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 64.18
2.618 60.26
1.618 57.86
1.000 56.38
0.618 55.46
HIGH 53.98
0.618 53.06
0.500 52.78
0.382 52.50
LOW 51.58
0.618 50.10
1.000 49.18
1.618 47.70
2.618 45.30
4.250 41.38
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 52.78 52.03
PP 52.69 51.56
S1 52.59 51.09

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

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