NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 50.75 49.42 -1.33 -2.6% 53.50
High 50.99 50.33 -0.66 -1.3% 54.92
Low 48.67 48.68 0.01 0.0% 49.82
Close 49.45 49.28 -0.17 -0.3% 50.81
Range 2.32 1.65 -0.67 -28.9% 5.10
ATR 2.86 2.78 -0.09 -3.0% 0.00
Volume 475,383 293,101 -182,282 -38.3% 1,479,149
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 54.38 53.48 50.19
R3 52.73 51.83 49.73
R2 51.08 51.08 49.58
R1 50.18 50.18 49.43 49.81
PP 49.43 49.43 49.43 49.24
S1 48.53 48.53 49.13 48.16
S2 47.78 47.78 48.98
S3 46.13 46.88 48.83
S4 44.48 45.23 48.37
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 54.22 48.67 5.55 11.3% 2.37 4.8% 11% False False 393,849
10 54.92 48.67 6.25 12.7% 2.57 5.2% 10% False False 319,370
20 55.05 44.37 10.68 21.7% 2.84 5.8% 46% False False 221,049
40 57.38 44.37 13.01 26.4% 2.70 5.5% 38% False False 138,901
60 74.54 44.37 30.17 61.2% 2.79 5.7% 16% False False 100,633
80 82.03 44.37 37.66 76.4% 2.56 5.2% 13% False False 79,386
100 89.72 44.37 45.35 92.0% 2.46 5.0% 11% False False 65,957
120 93.43 44.37 49.06 99.6% 2.26 4.6% 10% False False 55,904
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 57.34
2.618 54.65
1.618 53.00
1.000 51.98
0.618 51.35
HIGH 50.33
0.618 49.70
0.500 49.51
0.382 49.31
LOW 48.68
0.618 47.66
1.000 47.03
1.618 46.01
2.618 44.36
4.250 41.67
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 49.51 50.58
PP 49.43 50.15
S1 49.36 49.71

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

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