NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 53.67 50.71 -2.96 -5.5% 46.85
High 54.44 54.09 -0.35 -0.6% 50.17
Low 50.11 49.49 -0.62 -1.2% 45.52
Close 50.58 52.53 1.95 3.9% 50.07
Range 4.33 4.60 0.27 6.2% 4.65
ATR 2.86 2.98 0.12 4.4% 0.00
Volume 68,894 71,566 2,672 3.9% 226,589
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.84 63.78 55.06
R3 61.24 59.18 53.80
R2 56.64 56.64 53.37
R1 54.58 54.58 52.95 55.61
PP 52.04 52.04 52.04 52.55
S1 49.98 49.98 52.11 51.01
S2 47.44 47.44 51.69
S3 42.84 45.38 51.27
S4 38.24 40.78 50.00
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 62.54 60.95 52.63
R3 57.89 56.30 51.35
R2 53.24 53.24 50.92
R1 51.65 51.65 50.50 52.45
PP 48.59 48.59 48.59 48.98
S1 47.00 47.00 49.64 47.80
S2 43.94 43.94 49.22
S3 39.29 42.35 48.79
S4 34.64 37.70 47.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.07 46.18 9.89 18.8% 4.22 8.0% 64% False False 59,672
10 56.07 45.52 10.55 20.1% 2.93 5.6% 66% False False 53,580
20 56.07 45.52 10.55 20.1% 2.80 5.3% 66% False False 46,117
40 64.72 45.52 19.20 36.6% 2.73 5.2% 37% False False 33,703
60 79.76 45.52 34.24 65.2% 2.55 4.9% 20% False False 26,607
80 83.71 45.52 38.19 72.7% 2.35 4.5% 18% False False 21,914
100 91.81 45.52 46.29 88.1% 2.15 4.1% 15% False False 18,650
120 93.40 45.52 47.88 91.1% 1.95 3.7% 15% False False 16,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 73.64
2.618 66.13
1.618 61.53
1.000 58.69
0.618 56.93
HIGH 54.09
0.618 52.33
0.500 51.79
0.382 51.25
LOW 49.49
0.618 46.65
1.000 44.89
1.618 42.05
2.618 37.45
4.250 29.94
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 52.28 52.78
PP 52.04 52.70
S1 51.79 52.61

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

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