NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 52.84 51.05 -1.79 -3.4% 51.92
High 53.04 52.27 -0.77 -1.5% 53.04
Low 50.03 50.81 0.78 1.6% 50.03
Close 50.39 52.14 1.75 3.5% 52.14
Range 3.01 1.46 -1.55 -51.5% 3.01
ATR 2.72 2.66 -0.06 -2.2% 0.00
Volume 130,017 166,047 36,030 27.7% 593,669
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 56.12 55.59 52.94
R3 54.66 54.13 52.54
R2 53.20 53.20 52.41
R1 52.67 52.67 52.27 52.94
PP 51.74 51.74 51.74 51.87
S1 51.21 51.21 52.01 51.48
S2 50.28 50.28 51.87
S3 48.82 49.75 51.74
S4 47.36 48.29 51.34
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.77 59.46 53.80
R3 57.76 56.45 52.97
R2 54.75 54.75 52.69
R1 53.44 53.44 52.42 54.10
PP 51.74 51.74 51.74 52.06
S1 50.43 50.43 51.86 51.09
S2 48.73 48.73 51.59
S3 45.72 47.42 51.31
S4 42.71 44.41 50.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.04 50.03 3.01 5.8% 2.25 4.3% 70% False False 118,733
10 56.08 50.03 6.05 11.6% 2.44 4.7% 35% False False 110,454
20 56.08 46.18 9.90 19.0% 2.88 5.5% 60% False False 94,510
40 56.46 45.52 10.94 21.0% 2.61 5.0% 61% False False 65,837
60 69.79 45.52 24.27 46.5% 2.59 5.0% 27% False False 50,261
80 80.62 45.52 35.10 67.3% 2.49 4.8% 19% False False 40,443
100 86.90 45.52 41.38 79.4% 2.33 4.5% 16% False False 33,813
120 91.92 45.52 46.40 89.0% 2.15 4.1% 14% False False 28,966
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 0.55
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 58.48
2.618 56.09
1.618 54.63
1.000 53.73
0.618 53.17
HIGH 52.27
0.618 51.71
0.500 51.54
0.382 51.37
LOW 50.81
0.618 49.91
1.000 49.35
1.618 48.45
2.618 46.99
4.250 44.61
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 51.94 51.94
PP 51.74 51.74
S1 51.54 51.54

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

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