NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 53.05 53.25 0.20 0.4% 48.62
High 54.71 53.45 -1.26 -2.3% 55.05
Low 52.45 50.75 -1.70 -3.2% 47.47
Close 53.67 50.93 -2.74 -5.1% 52.50
Range 2.26 2.70 0.44 19.5% 7.58
ATR 3.01 3.01 -0.01 -0.2% 0.00
Volume 248,740 219,610 -29,130 -11.7% 689,155
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.81 58.07 52.42
R3 57.11 55.37 51.67
R2 54.41 54.41 51.43
R1 52.67 52.67 51.18 52.19
PP 51.71 51.71 51.71 51.47
S1 49.97 49.97 50.68 49.49
S2 49.01 49.01 50.44
S3 46.31 47.27 50.19
S4 43.61 44.57 49.45
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 54.71 48.20 6.51 12.8% 3.33 6.5% 42% False False 189,029
10 55.05 44.37 10.68 21.0% 3.20 6.3% 61% False False 138,675
20 55.05 44.37 10.68 21.0% 2.99 5.9% 61% False False 106,921
40 60.33 44.37 15.96 31.3% 2.85 5.6% 41% False False 70,968
60 77.75 44.37 33.38 65.5% 2.72 5.3% 20% False False 53,510
80 82.27 44.37 37.90 74.4% 2.49 4.9% 17% False False 43,553
100 91.54 44.37 47.17 92.6% 2.34 4.6% 14% False False 36,805
120 93.50 44.37 49.13 96.5% 2.12 4.2% 13% False False 31,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.93
2.618 60.52
1.618 57.82
1.000 56.15
0.618 55.12
HIGH 53.45
0.618 52.42
0.500 52.10
0.382 51.78
LOW 50.75
0.618 49.08
1.000 48.05
1.618 46.38
2.618 43.68
4.250 39.28
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 52.10 52.73
PP 51.71 52.13
S1 51.32 51.53

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

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