NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 50.66 52.89 2.23 4.4% 48.16
High 53.56 57.19 3.63 6.8% 51.33
Low 49.72 52.84 3.12 6.3% 46.68
Close 52.72 56.11 3.39 6.4% 51.22
Range 3.84 4.35 0.51 13.3% 4.65
ATR 2.58 2.71 0.14 5.2% 0.00
Volume 74,336 99,591 25,255 34.0% 317,723
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 68.43 66.62 58.50
R3 64.08 62.27 57.31
R2 59.73 59.73 56.91
R1 57.92 57.92 56.51 58.83
PP 55.38 55.38 55.38 55.83
S1 53.57 53.57 55.71 54.48
S2 51.03 51.03 55.31
S3 46.68 49.22 54.91
S4 42.33 44.87 53.72
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 57.19 46.68 10.51 18.7% 2.96 5.3% 90% True False 71,481
10 57.19 46.68 10.51 18.7% 2.49 4.4% 90% True False 72,073
20 57.19 46.68 10.51 18.7% 2.62 4.7% 90% True False 70,832
40 67.62 46.68 20.94 37.3% 2.63 4.7% 45% False False 55,823
60 79.86 46.68 33.18 59.1% 2.50 4.5% 28% False False 49,290
80 85.49 46.68 38.81 69.2% 2.40 4.3% 24% False False 45,738
100 91.94 46.68 45.26 80.7% 2.21 3.9% 21% False False 41,964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 75.68
2.618 68.58
1.618 64.23
1.000 61.54
0.618 59.88
HIGH 57.19
0.618 55.53
0.500 55.02
0.382 54.50
LOW 52.84
0.618 50.15
1.000 48.49
1.618 45.80
2.618 41.45
4.250 34.35
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 55.75 54.83
PP 55.38 53.54
S1 55.02 52.26

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

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