NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 49.42 49.16 -0.26 -0.5% 53.50
High 50.33 51.28 0.95 1.9% 54.92
Low 48.68 48.43 -0.25 -0.5% 49.82
Close 49.28 50.99 1.71 3.5% 50.81
Range 1.65 2.85 1.20 72.7% 5.10
ATR 2.78 2.78 0.01 0.2% 0.00
Volume 293,101 429,524 136,423 46.5% 1,479,149
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 58.78 57.74 52.56
R3 55.93 54.89 51.77
R2 53.08 53.08 51.51
R1 52.04 52.04 51.25 52.56
PP 50.23 50.23 50.23 50.50
S1 49.19 49.19 50.73 49.71
S2 47.38 47.38 50.47
S3 44.53 46.34 50.21
S4 41.68 43.49 49.42
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 52.72 48.43 4.29 8.4% 2.30 4.5% 60% False True 423,693
10 54.92 48.43 6.49 12.7% 2.59 5.1% 39% False True 340,362
20 55.05 44.37 10.68 20.9% 2.89 5.7% 62% False False 239,518
40 56.54 44.37 12.17 23.9% 2.72 5.3% 54% False False 149,247
60 73.71 44.37 29.34 57.5% 2.82 5.5% 23% False False 107,573
80 81.27 44.37 36.90 72.4% 2.58 5.1% 18% False False 84,636
100 88.00 44.37 43.63 85.6% 2.47 4.8% 15% False False 70,141
120 93.32 44.37 48.95 96.0% 2.27 4.4% 14% False False 59,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.39
2.618 58.74
1.618 55.89
1.000 54.13
0.618 53.04
HIGH 51.28
0.618 50.19
0.500 49.86
0.382 49.52
LOW 48.43
0.618 46.67
1.000 45.58
1.618 43.82
2.618 40.97
4.250 36.32
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 50.61 50.61
PP 50.23 50.23
S1 49.86 49.86

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

View Archives - Comment on this page... - Back to Index of Symbols