NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 47.66 50.66 3.00 6.3% 48.16
High 51.33 53.56 2.23 4.3% 51.33
Low 47.32 49.72 2.40 5.1% 46.68
Close 51.22 52.72 1.50 2.9% 51.22
Range 4.01 3.84 -0.17 -4.2% 4.65
ATR 2.48 2.58 0.10 3.9% 0.00
Volume 56,283 74,336 18,053 32.1% 317,723
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 63.52 61.96 54.83
R3 59.68 58.12 53.78
R2 55.84 55.84 53.42
R1 54.28 54.28 53.07 55.06
PP 52.00 52.00 52.00 52.39
S1 50.44 50.44 52.37 51.22
S2 48.16 48.16 52.02
S3 44.32 46.60 51.66
S4 40.48 42.76 50.61
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 63.69 62.11 53.78
R3 59.04 57.46 52.50
R2 54.39 54.39 52.07
R1 52.81 52.81 51.65 53.60
PP 49.74 49.74 49.74 50.14
S1 48.16 48.16 50.79 48.95
S2 45.09 45.09 50.37
S3 40.44 43.51 49.94
S4 35.79 38.86 48.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.56 46.68 6.88 13.1% 2.41 4.6% 88% True False 61,234
10 53.56 46.68 6.88 13.1% 2.32 4.4% 88% True False 67,844
20 55.02 46.68 8.34 15.8% 2.53 4.8% 72% False False 67,300
40 68.95 46.68 22.27 42.2% 2.58 4.9% 27% False False 54,231
60 79.86 46.68 33.18 62.9% 2.47 4.7% 18% False False 48,609
80 85.73 46.68 39.05 74.1% 2.37 4.5% 15% False False 45,004
100 91.94 46.68 45.26 85.8% 2.18 4.1% 13% False False 41,163
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.88
2.618 63.61
1.618 59.77
1.000 57.40
0.618 55.93
HIGH 53.56
0.618 52.09
0.500 51.64
0.382 51.19
LOW 49.72
0.618 47.35
1.000 45.88
1.618 43.51
2.618 39.67
4.250 33.40
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 52.36 51.85
PP 52.00 50.99
S1 51.64 50.12

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

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