NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 54.50 55.00 0.50 0.9% 50.66
High 56.26 56.71 0.45 0.8% 57.19
Low 54.02 54.75 0.73 1.4% 49.72
Close 54.86 55.82 0.96 1.7% 54.86
Range 2.24 1.96 -0.28 -12.5% 7.47
ATR 2.95 2.88 -0.07 -2.4% 0.00
Volume 121,849 110,531 -11,318 -9.3% 531,314
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 61.64 60.69 56.90
R3 59.68 58.73 56.36
R2 57.72 57.72 56.18
R1 56.77 56.77 56.00 57.25
PP 55.76 55.76 55.76 56.00
S1 54.81 54.81 55.64 55.29
S2 53.80 53.80 55.46
S3 51.84 52.85 55.28
S4 49.88 50.89 54.74
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 76.33 73.07 58.97
R3 68.86 65.60 56.91
R2 61.39 61.39 56.23
R1 58.13 58.13 55.54 59.76
PP 53.92 53.92 53.92 54.74
S1 50.66 50.66 54.18 52.29
S2 46.45 46.45 53.49
S3 38.98 43.19 52.81
S4 31.51 35.72 50.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.19 50.70 6.49 11.6% 3.48 6.2% 79% False False 113,501
10 57.19 46.68 10.51 18.8% 2.94 5.3% 87% False False 87,368
20 57.19 46.68 10.51 18.8% 2.84 5.1% 87% False False 82,129
40 62.96 46.68 16.28 29.2% 2.74 4.9% 56% False False 63,589
60 77.91 46.68 31.23 55.9% 2.62 4.7% 29% False False 54,666
80 82.17 46.68 35.49 63.6% 2.43 4.4% 26% False False 49,880
100 91.63 46.68 44.95 80.5% 2.27 4.1% 20% False False 45,777
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 65.04
2.618 61.84
1.618 59.88
1.000 58.67
0.618 57.92
HIGH 56.71
0.618 55.96
0.500 55.73
0.382 55.50
LOW 54.75
0.618 53.54
1.000 52.79
1.618 51.58
2.618 49.62
4.250 46.42
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 55.79 55.12
PP 55.76 54.41
S1 55.73 53.71

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

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