NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 54.91 52.21 -2.70 -4.9% 48.16
High 55.63 55.35 -0.28 -0.5% 51.33
Low 51.43 50.70 -0.73 -1.4% 46.68
Close 51.89 53.79 1.90 3.7% 51.22
Range 4.20 4.65 0.45 10.7% 4.65
ATR 2.85 2.98 0.13 4.5% 0.00
Volume 128,595 106,943 -21,652 -16.8% 317,723
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 67.23 65.16 56.35
R3 62.58 60.51 55.07
R2 57.93 57.93 54.64
R1 55.86 55.86 54.22 56.90
PP 53.28 53.28 53.28 53.80
S1 51.21 51.21 53.36 52.25
S2 48.63 48.63 52.94
S3 43.98 46.56 52.51
S4 39.33 41.91 51.23
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 47.32 9.87 18.3% 4.21 7.8% 66% False False 93,149
10 57.19 46.68 10.51 19.5% 2.93 5.4% 68% False False 81,437
20 57.19 46.68 10.51 19.5% 2.81 5.2% 68% False False 76,714
40 65.15 46.68 18.47 34.3% 2.75 5.1% 38% False False 60,192
60 79.86 46.68 33.18 61.7% 2.60 4.8% 21% False False 51,987
80 83.72 46.68 37.04 68.9% 2.45 4.5% 19% False False 47,709
100 91.94 46.68 45.26 84.1% 2.26 4.2% 16% False False 43,789
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 0.64
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 75.11
2.618 67.52
1.618 62.87
1.000 60.00
0.618 58.22
HIGH 55.35
0.618 53.57
0.500 53.03
0.382 52.48
LOW 50.70
0.618 47.83
1.000 46.05
1.618 43.18
2.618 38.53
4.250 30.94
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 53.54 53.95
PP 53.28 53.89
S1 53.03 53.84

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

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