NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 52.14 50.75 -1.39 -2.7% 53.50
High 52.49 50.99 -1.50 -2.9% 54.92
Low 50.71 48.67 -2.04 -4.0% 49.82
Close 50.81 49.45 -1.36 -2.7% 50.81
Range 1.78 2.32 0.54 30.3% 5.10
ATR 2.91 2.86 -0.04 -1.4% 0.00
Volume 366,125 475,383 109,258 29.8% 1,479,149
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 56.66 55.38 50.73
R3 54.34 53.06 50.09
R2 52.02 52.02 49.88
R1 50.74 50.74 49.66 50.22
PP 49.70 49.70 49.70 49.45
S1 48.42 48.42 49.24 47.90
S2 47.38 47.38 49.02
S3 45.06 46.10 48.81
S4 42.74 43.78 48.17
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 67.15 64.08 53.62
R3 62.05 58.98 52.21
R2 56.95 56.95 51.75
R1 53.88 53.88 51.28 52.87
PP 51.85 51.85 51.85 51.34
S1 48.78 48.78 50.34 47.77
S2 46.75 46.75 49.88
S3 41.65 43.68 49.41
S4 36.55 38.58 48.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.92 48.67 6.25 12.6% 2.70 5.5% 12% False True 390,906
10 54.92 48.67 6.25 12.6% 2.63 5.3% 12% False True 314,934
20 55.05 44.37 10.68 21.6% 2.86 5.8% 48% False False 210,487
40 57.80 44.37 13.43 27.2% 2.70 5.5% 38% False False 132,085
60 76.71 44.37 32.34 65.4% 2.81 5.7% 16% False False 95,927
80 82.03 44.37 37.66 76.2% 2.55 5.2% 13% False False 75,815
100 91.36 44.37 46.99 95.0% 2.47 5.0% 11% False False 63,107
120 93.43 44.37 49.06 99.2% 2.26 4.6% 10% False False 53,502
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.85
2.618 57.06
1.618 54.74
1.000 53.31
0.618 52.42
HIGH 50.99
0.618 50.10
0.500 49.83
0.382 49.56
LOW 48.67
0.618 47.24
1.000 46.35
1.618 44.92
2.618 42.60
4.250 38.81
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 49.83 50.70
PP 49.70 50.28
S1 49.58 49.87

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

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