NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 53.48 54.92 1.44 2.7% 55.07
High 55.54 56.08 0.54 1.0% 55.65
Low 53.25 52.95 -0.30 -0.6% 50.20
Close 54.96 55.52 0.56 1.0% 54.96
Range 2.29 3.13 0.84 36.7% 5.45
ATR 2.82 2.85 0.02 0.8% 0.00
Volume 121,162 91,831 -29,331 -24.2% 529,261
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.24 63.01 57.24
R3 61.11 59.88 56.38
R2 57.98 57.98 56.09
R1 56.75 56.75 55.81 57.37
PP 54.85 54.85 54.85 55.16
S1 53.62 53.62 55.23 54.24
S2 51.72 51.72 54.95
S3 48.59 50.49 54.66
S4 45.46 47.36 53.80
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 69.95 67.91 57.96
R3 64.50 62.46 56.46
R2 59.05 59.05 55.96
R1 57.01 57.01 55.46 55.31
PP 53.60 53.60 53.60 52.75
S1 51.56 51.56 54.46 49.86
S2 48.15 48.15 53.96
S3 42.70 46.11 53.46
S4 37.25 40.66 51.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.08 50.20 5.88 10.6% 2.63 4.7% 90% True False 107,661
10 56.08 49.49 6.59 11.9% 3.08 5.6% 92% True False 90,210
20 56.08 45.52 10.56 19.0% 2.71 4.9% 95% True False 67,564
40 59.90 45.52 14.38 25.9% 2.68 4.8% 70% False False 47,000
60 77.67 45.52 32.15 57.9% 2.63 4.7% 31% False False 37,245
80 81.93 45.52 36.41 65.6% 2.38 4.3% 27% False False 30,018
100 90.94 45.52 45.42 81.8% 2.26 4.1% 22% False False 25,476
120 93.40 45.52 47.88 86.2% 2.05 3.7% 21% False False 21,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 69.38
2.618 64.27
1.618 61.14
1.000 59.21
0.618 58.01
HIGH 56.08
0.618 54.88
0.500 54.52
0.382 54.15
LOW 52.95
0.618 51.02
1.000 49.82
1.618 47.89
2.618 44.76
4.250 39.65
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 55.19 54.93
PP 54.85 54.33
S1 54.52 53.74

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

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