NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 51.95 50.32 -1.63 -3.1% 48.62
High 52.00 52.52 0.52 1.0% 55.05
Low 48.97 50.07 1.10 2.2% 47.47
Close 49.78 52.16 2.38 4.8% 52.50
Range 3.03 2.45 -0.58 -19.1% 7.58
ATR 3.01 2.99 -0.02 -0.6% 0.00
Volume 231,099 270,197 39,098 16.9% 689,155
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 58.93 58.00 53.51
R3 56.48 55.55 52.83
R2 54.03 54.03 52.61
R1 53.10 53.10 52.38 53.57
PP 51.58 51.58 51.58 51.82
S1 50.65 50.65 51.94 51.12
S2 49.13 49.13 51.71
S3 46.68 48.20 51.49
S4 44.23 45.75 50.81
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 48.97 5.74 11.0% 2.57 4.9% 56% False False 231,750
10 55.05 45.07 9.98 19.1% 3.45 6.6% 71% False False 172,965
20 55.05 44.37 10.68 20.5% 2.96 5.7% 73% False False 124,912
40 59.74 44.37 15.37 29.5% 2.85 5.5% 51% False False 82,168
60 77.75 44.37 33.38 64.0% 2.71 5.2% 23% False False 61,314
80 82.03 44.37 37.66 72.2% 2.49 4.8% 21% False False 49,460
100 91.36 44.37 46.99 90.1% 2.38 4.6% 17% False False 41,741
120 93.50 44.37 49.13 94.2% 2.16 4.1% 16% False False 35,510
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.93
2.618 58.93
1.618 56.48
1.000 54.97
0.618 54.03
HIGH 52.52
0.618 51.58
0.500 51.30
0.382 51.01
LOW 50.07
0.618 48.56
1.000 47.62
1.618 46.11
2.618 43.66
4.250 39.66
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 51.87 51.84
PP 51.58 51.53
S1 51.30 51.21

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

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