NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 53.21 55.07 1.86 3.5% 49.65
High 55.11 55.65 0.54 1.0% 56.07
Low 52.82 53.58 0.76 1.4% 48.55
Close 53.66 54.71 1.05 2.0% 53.66
Range 2.29 2.07 -0.22 -9.6% 7.52
ATR 2.95 2.89 -0.06 -2.1% 0.00
Volume 79,206 82,786 3,580 4.5% 338,973
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.86 59.85 55.85
R3 58.79 57.78 55.28
R2 56.72 56.72 55.09
R1 55.71 55.71 54.90 55.18
PP 54.65 54.65 54.65 54.38
S1 53.64 53.64 54.52 53.11
S2 52.58 52.58 54.33
S3 50.51 51.57 54.14
S4 48.44 49.50 53.57
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 75.32 72.01 57.80
R3 67.80 64.49 55.73
R2 60.28 60.28 55.04
R1 56.97 56.97 54.35 58.63
PP 52.76 52.76 52.76 53.59
S1 49.45 49.45 52.97 51.11
S2 45.24 45.24 52.28
S3 37.72 41.93 51.59
S4 30.20 34.41 49.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.07 49.49 6.58 12.0% 3.53 6.5% 79% False False 72,760
10 56.07 45.52 10.55 19.3% 2.98 5.4% 87% False False 59,400
20 56.07 45.52 10.55 19.3% 2.84 5.2% 87% False False 50,930
40 62.67 45.52 17.15 31.3% 2.73 5.0% 54% False False 36,628
60 77.82 45.52 32.30 59.0% 2.57 4.7% 28% False False 28,987
80 82.02 45.52 36.50 66.7% 2.35 4.3% 25% False False 23,766
100 91.81 45.52 46.29 84.6% 2.17 4.0% 20% False False 20,212
120 93.40 45.52 47.88 87.5% 1.97 3.6% 19% False False 17,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.52
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 64.45
2.618 61.07
1.618 59.00
1.000 57.72
0.618 56.93
HIGH 55.65
0.618 54.86
0.500 54.62
0.382 54.37
LOW 53.58
0.618 52.30
1.000 51.51
1.618 50.23
2.618 48.16
4.250 44.78
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 54.68 54.00
PP 54.65 53.28
S1 54.62 52.57

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

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