NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 55.07 54.28 -0.79 -1.4% 49.65
High 55.65 54.49 -1.16 -2.1% 56.07
Low 53.58 51.98 -1.60 -3.0% 48.55
Close 54.71 52.16 -2.55 -4.7% 53.66
Range 2.07 2.51 0.44 21.3% 7.52
ATR 2.89 2.88 -0.01 -0.4% 0.00
Volume 82,786 114,785 31,999 38.7% 338,973
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.41 58.79 53.54
R3 57.90 56.28 52.85
R2 55.39 55.39 52.62
R1 53.77 53.77 52.39 53.33
PP 52.88 52.88 52.88 52.65
S1 51.26 51.26 51.93 50.82
S2 50.37 50.37 51.70
S3 47.86 48.75 51.47
S4 45.35 46.24 50.78
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 55.65 49.49 6.16 11.8% 3.16 6.1% 43% False False 83,447
10 56.07 45.52 10.55 20.2% 3.07 5.9% 63% False False 66,909
20 56.07 45.52 10.55 20.2% 2.84 5.5% 63% False False 55,164
40 60.78 45.52 15.26 29.3% 2.73 5.2% 44% False False 38,864
60 77.67 45.52 32.15 61.6% 2.59 5.0% 21% False False 30,776
80 82.02 45.52 36.50 70.0% 2.35 4.5% 18% False False 25,093
100 91.45 45.52 45.93 88.1% 2.19 4.2% 14% False False 21,334
120 93.40 45.52 47.88 91.8% 1.99 3.8% 14% False False 18,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.51
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.16
2.618 61.06
1.618 58.55
1.000 57.00
0.618 56.04
HIGH 54.49
0.618 53.53
0.500 53.24
0.382 52.94
LOW 51.98
0.618 50.43
1.000 49.47
1.618 47.92
2.618 45.41
4.250 41.31
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 53.24 53.82
PP 52.88 53.26
S1 52.52 52.71

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

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