NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 51.00 48.97 -2.03 -4.0% 50.75
High 51.22 49.94 -1.28 -2.5% 51.28
Low 47.80 48.46 0.66 1.4% 47.80
Close 48.17 49.76 1.59 3.3% 49.76
Range 3.42 1.48 -1.94 -56.7% 3.48
ATR 2.83 2.75 -0.08 -2.7% 0.00
Volume 459,584 399,494 -60,090 -13.1% 2,057,086
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 53.83 53.27 50.57
R3 52.35 51.79 50.17
R2 50.87 50.87 50.03
R1 50.31 50.31 49.90 50.59
PP 49.39 49.39 49.39 49.53
S1 48.83 48.83 49.62 49.11
S2 47.91 47.91 49.49
S3 46.43 47.35 49.35
S4 44.95 45.87 48.95
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.05 58.39 51.67
R3 56.57 54.91 50.72
R2 53.09 53.09 50.40
R1 51.43 51.43 50.08 50.52
PP 49.61 49.61 49.61 49.16
S1 47.95 47.95 49.44 47.04
S2 46.13 46.13 49.12
S3 42.65 44.47 48.80
S4 39.17 40.99 47.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.28 47.80 3.48 7.0% 2.34 4.7% 56% False False 411,417
10 54.92 47.80 7.12 14.3% 2.53 5.1% 28% False False 376,140
20 55.05 45.07 9.98 20.1% 2.99 6.0% 47% False False 274,552
40 56.05 44.37 11.68 23.5% 2.74 5.5% 46% False False 169,859
60 69.52 44.37 25.15 50.5% 2.69 5.4% 21% False False 121,247
80 80.73 44.37 36.36 73.1% 2.61 5.2% 15% False False 95,111
100 87.50 44.37 43.13 86.7% 2.47 5.0% 12% False False 78,412
120 92.17 44.37 47.80 96.1% 2.29 4.6% 11% False False 66,548
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 0.61
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 56.23
2.618 53.81
1.618 52.33
1.000 51.42
0.618 50.85
HIGH 49.94
0.618 49.37
0.500 49.20
0.382 49.03
LOW 48.46
0.618 47.55
1.000 46.98
1.618 46.07
2.618 44.59
4.250 42.17
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 49.57 49.69
PP 49.39 49.61
S1 49.20 49.54

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

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