NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 53.32 51.92 -1.40 -2.6% 54.92
High 53.63 52.32 -1.31 -2.4% 56.08
Low 51.97 50.11 -1.86 -3.6% 50.99
Close 52.09 51.01 -1.08 -2.1% 52.09
Range 1.66 2.21 0.55 33.1% 5.09
ATR 2.80 2.76 -0.04 -1.5% 0.00
Volume 109,169 86,597 -22,572 -20.7% 389,718
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 57.78 56.60 52.23
R3 55.57 54.39 51.62
R2 53.36 53.36 51.42
R1 52.18 52.18 51.21 51.67
PP 51.15 51.15 51.15 50.89
S1 49.97 49.97 50.81 49.46
S2 48.94 48.94 50.60
S3 46.73 47.76 50.40
S4 44.52 45.55 49.79
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 50.11 5.97 11.7% 2.62 5.1% 15% False True 95,263
10 56.08 50.11 5.97 11.7% 2.52 4.9% 15% False True 100,557
20 56.08 45.52 10.56 20.7% 2.74 5.4% 52% False False 78,556
40 58.30 45.52 12.78 25.1% 2.58 5.1% 43% False False 54,313
60 76.74 45.52 31.22 61.2% 2.70 5.3% 18% False False 42,706
80 81.93 45.52 36.41 71.4% 2.42 4.8% 15% False False 34,416
100 90.94 45.52 45.42 89.0% 2.33 4.6% 12% False False 29,056
120 93.40 45.52 47.88 93.9% 2.12 4.2% 11% False False 24,833
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.71
2.618 58.11
1.618 55.90
1.000 54.53
0.618 53.69
HIGH 52.32
0.618 51.48
0.500 51.22
0.382 50.95
LOW 50.11
0.618 48.74
1.000 47.90
1.618 46.53
2.618 44.32
4.250 40.72
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 51.22 51.99
PP 51.15 51.66
S1 51.08 51.34

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

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