NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 53.25 51.95 -1.30 -2.4% 48.62
High 53.45 52.00 -1.45 -2.7% 55.05
Low 50.75 48.97 -1.78 -3.5% 47.47
Close 50.93 49.78 -1.15 -2.3% 52.50
Range 2.70 3.03 0.33 12.2% 7.58
ATR 3.01 3.01 0.00 0.1% 0.00
Volume 219,610 231,099 11,489 5.2% 689,155
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.34 57.59 51.45
R3 56.31 54.56 50.61
R2 53.28 53.28 50.34
R1 51.53 51.53 50.06 50.89
PP 50.25 50.25 50.25 49.93
S1 48.50 48.50 49.50 47.86
S2 47.22 47.22 49.22
S3 44.19 45.47 48.95
S4 41.16 42.44 48.11
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 13.1% 3.02 6.1% 24% False False 207,665
10 55.05 44.37 10.68 21.5% 3.33 6.7% 51% False False 155,748
20 55.05 44.37 10.68 21.5% 3.01 6.1% 51% False False 115,102
40 59.74 44.37 15.37 30.9% 2.88 5.8% 35% False False 76,151
60 77.75 44.37 33.38 67.1% 2.72 5.5% 16% False False 57,092
80 82.03 44.37 37.66 75.7% 2.47 5.0% 14% False False 46,266
100 91.36 44.37 46.99 94.4% 2.36 4.7% 12% False False 39,078
120 93.50 44.37 49.13 98.7% 2.15 4.3% 11% False False 33,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 64.88
2.618 59.93
1.618 56.90
1.000 55.03
0.618 53.87
HIGH 52.00
0.618 50.84
0.500 50.49
0.382 50.13
LOW 48.97
0.618 47.10
1.000 45.94
1.618 44.07
2.618 41.04
4.250 36.09
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 50.49 51.84
PP 50.25 51.15
S1 50.02 50.47

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

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