NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 54.92 55.32 0.40 0.7% 55.07
High 56.08 55.44 -0.64 -1.1% 55.65
Low 52.95 52.22 -0.73 -1.4% 50.20
Close 55.52 53.97 -1.55 -2.8% 54.96
Range 3.13 3.22 0.09 2.9% 5.45
ATR 2.85 2.88 0.03 1.1% 0.00
Volume 91,831 107,241 15,410 16.8% 529,261
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 63.54 61.97 55.74
R3 60.32 58.75 54.86
R2 57.10 57.10 54.56
R1 55.53 55.53 54.27 54.71
PP 53.88 53.88 53.88 53.46
S1 52.31 52.31 53.67 51.49
S2 50.66 50.66 53.38
S3 47.44 49.09 53.08
S4 44.22 45.87 52.20
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 10.9% 2.78 5.1% 64% False False 106,152
10 56.08 49.49 6.59 12.2% 2.97 5.5% 68% False False 94,799
20 56.08 45.52 10.56 19.6% 2.73 5.1% 80% False False 71,208
40 59.61 45.52 14.09 26.1% 2.65 4.9% 60% False False 49,030
60 77.67 45.52 32.15 59.6% 2.66 4.9% 26% False False 38,931
80 81.93 45.52 36.41 67.5% 2.40 4.4% 23% False False 31,295
100 90.94 45.52 45.42 84.2% 2.28 4.2% 19% False False 26,497
120 93.40 45.52 47.88 88.7% 2.08 3.8% 18% False False 22,592
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 0.48
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 69.13
2.618 63.87
1.618 60.65
1.000 58.66
0.618 57.43
HIGH 55.44
0.618 54.21
0.500 53.83
0.382 53.45
LOW 52.22
0.618 50.23
1.000 49.00
1.618 47.01
2.618 43.79
4.250 38.54
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 53.92 54.15
PP 53.88 54.09
S1 53.83 54.03

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

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