NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 55.40 54.29 -1.11 -2.0% 50.66
High 55.59 54.29 -1.30 -2.3% 57.19
Low 53.22 51.50 -1.72 -3.2% 49.72
Close 53.43 52.43 -1.00 -1.9% 54.86
Range 2.37 2.79 0.42 17.7% 7.47
ATR 2.86 2.85 0.00 -0.2% 0.00
Volume 123,174 96,243 -26,931 -21.9% 531,314
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 61.11 59.56 53.96
R3 58.32 56.77 53.20
R2 55.53 55.53 52.94
R1 53.98 53.98 52.69 53.36
PP 52.74 52.74 52.74 52.43
S1 51.19 51.19 52.17 50.57
S2 49.95 49.95 51.92
S3 47.16 48.40 51.66
S4 44.37 45.61 50.90
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 56.71 50.70 6.01 11.5% 2.80 5.3% 29% False False 111,748
10 57.19 46.68 10.51 20.0% 3.17 6.0% 55% False False 99,754
20 57.19 46.68 10.51 20.0% 2.84 5.4% 55% False False 87,027
40 60.32 46.68 13.64 26.0% 2.76 5.3% 42% False False 66,690
60 77.70 46.68 31.02 59.2% 2.63 5.0% 19% False False 57,311
80 81.92 46.68 35.24 67.2% 2.41 4.6% 16% False False 51,323
100 90.62 46.68 43.94 83.8% 2.30 4.4% 13% False False 47,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.15
2.618 61.59
1.618 58.80
1.000 57.08
0.618 56.01
HIGH 54.29
0.618 53.22
0.500 52.90
0.382 52.57
LOW 51.50
0.618 49.78
1.000 48.71
1.618 46.99
2.618 44.20
4.250 39.64
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 52.90 54.11
PP 52.74 53.55
S1 52.59 52.99

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

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