NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 51.00 50.79 -0.21 -0.4% 54.92
High 51.84 53.03 1.19 2.3% 56.08
Low 50.26 50.05 -0.21 -0.4% 50.99
Close 50.83 52.76 1.93 3.8% 52.09
Range 1.58 2.98 1.40 88.6% 5.09
ATR 2.67 2.69 0.02 0.8% 0.00
Volume 143,887 67,121 -76,766 -53.4% 389,718
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.89 59.80 54.40
R3 57.91 56.82 53.58
R2 54.93 54.93 53.31
R1 53.84 53.84 53.03 54.39
PP 51.95 51.95 51.95 52.22
S1 50.86 50.86 52.49 51.41
S2 48.97 48.97 52.21
S3 45.99 47.88 51.94
S4 43.01 44.90 51.12
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 53.86 50.05 3.81 7.2% 2.26 4.3% 71% False True 97,650
10 56.08 50.05 6.03 11.4% 2.52 4.8% 45% False True 101,901
20 56.08 45.52 10.56 20.0% 2.79 5.3% 69% False False 84,405
40 57.00 45.52 11.48 21.8% 2.60 4.9% 63% False False 59,027
60 73.70 45.52 28.18 53.4% 2.71 5.1% 26% False False 45,869
80 81.16 45.52 35.64 67.6% 2.46 4.7% 20% False False 36,933
100 87.69 45.52 42.17 79.9% 2.33 4.4% 17% False False 31,049
120 93.24 45.52 47.72 90.4% 2.13 4.0% 15% False False 26,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 65.70
2.618 60.83
1.618 57.85
1.000 56.01
0.618 54.87
HIGH 53.03
0.618 51.89
0.500 51.54
0.382 51.19
LOW 50.05
0.618 48.21
1.000 47.07
1.618 45.23
2.618 42.25
4.250 37.39
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 52.35 52.35
PP 51.95 51.95
S1 51.54 51.54

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

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