NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 52.47 53.32 0.85 1.6% 54.92
High 53.86 53.63 -0.23 -0.4% 56.08
Low 50.99 51.97 0.98 1.9% 50.99
Close 53.00 52.09 -0.91 -1.7% 52.09
Range 2.87 1.66 -1.21 -42.2% 5.09
ATR 2.89 2.80 -0.09 -3.0% 0.00
Volume 81,477 109,169 27,692 34.0% 389,718
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 57.54 56.48 53.00
R3 55.88 54.82 52.55
R2 54.22 54.22 52.39
R1 53.16 53.16 52.24 52.86
PP 52.56 52.56 52.56 52.42
S1 51.50 51.50 51.94 51.20
S2 50.90 50.90 51.79
S3 49.24 49.84 51.63
S4 47.58 48.18 51.18
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 68.32 65.30 54.89
R3 63.23 60.21 53.49
R2 58.14 58.14 53.02
R1 55.12 55.12 52.56 54.09
PP 53.05 53.05 53.05 52.54
S1 50.03 50.03 51.62 49.00
S2 47.96 47.96 51.16
S3 42.87 44.94 50.69
S4 37.78 39.85 49.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.08 50.99 5.09 9.8% 2.63 5.1% 22% False False 102,176
10 56.08 50.20 5.88 11.3% 2.53 4.9% 32% False False 99,818
20 56.08 45.52 10.56 20.3% 2.73 5.2% 62% False False 76,699
40 58.66 45.52 13.14 25.2% 2.58 5.0% 50% False False 52,615
60 77.15 45.52 31.63 60.7% 2.68 5.1% 21% False False 41,528
80 81.93 45.52 36.41 69.9% 2.41 4.6% 18% False False 33,417
100 90.94 45.52 45.42 87.2% 2.31 4.4% 14% False False 28,247
120 93.40 45.52 47.88 91.9% 2.11 4.0% 14% False False 24,140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 60.69
2.618 57.98
1.618 56.32
1.000 55.29
0.618 54.66
HIGH 53.63
0.618 53.00
0.500 52.80
0.382 52.60
LOW 51.97
0.618 50.94
1.000 50.31
1.618 49.28
2.618 47.62
4.250 44.92
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 52.80 53.22
PP 52.56 52.84
S1 52.33 52.47

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

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