NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 51.92 51.00 -0.92 -1.8% 54.92
High 52.32 51.84 -0.48 -0.9% 56.08
Low 50.11 50.26 0.15 0.3% 50.99
Close 51.01 50.83 -0.18 -0.4% 52.09
Range 2.21 1.58 -0.63 -28.5% 5.09
ATR 2.76 2.67 -0.08 -3.0% 0.00
Volume 86,597 143,887 57,290 66.2% 389,718
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 55.72 54.85 51.70
R3 54.14 53.27 51.26
R2 52.56 52.56 51.12
R1 51.69 51.69 50.97 51.34
PP 50.98 50.98 50.98 50.80
S1 50.11 50.11 50.69 49.76
S2 49.40 49.40 50.54
S3 47.82 48.53 50.40
S4 46.24 46.95 49.96
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 55.44 50.11 5.33 10.5% 2.31 4.5% 14% False False 105,674
10 56.08 50.11 5.97 11.7% 2.47 4.9% 12% False False 106,667
20 56.08 45.52 10.56 20.8% 2.72 5.4% 50% False False 83,034
40 57.80 45.52 12.28 24.2% 2.57 5.1% 43% False False 57,583
60 74.80 45.52 29.28 57.6% 2.68 5.3% 18% False False 44,944
80 81.93 45.52 36.41 71.6% 2.43 4.8% 15% False False 36,153
100 89.37 45.52 43.85 86.3% 2.31 4.6% 12% False False 30,446
120 93.40 45.52 47.88 94.2% 2.12 4.2% 11% False False 26,005
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 0.47
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 58.56
2.618 55.98
1.618 54.40
1.000 53.42
0.618 52.82
HIGH 51.84
0.618 51.24
0.500 51.05
0.382 50.86
LOW 50.26
0.618 49.28
1.000 48.68
1.618 47.70
2.618 46.12
4.250 43.55
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 51.05 51.87
PP 50.98 51.52
S1 50.90 51.18

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

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