NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 54.29 52.80 -1.49 -2.7% 50.66
High 54.29 55.16 0.87 1.6% 57.19
Low 51.50 52.75 1.25 2.4% 49.72
Close 52.43 54.87 2.44 4.7% 54.86
Range 2.79 2.41 -0.38 -13.6% 7.47
ATR 2.85 2.84 -0.01 -0.3% 0.00
Volume 96,243 85,216 -11,027 -11.5% 531,314
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 61.49 60.59 56.20
R3 59.08 58.18 55.53
R2 56.67 56.67 55.31
R1 55.77 55.77 55.09 56.22
PP 54.26 54.26 54.26 54.49
S1 53.36 53.36 54.65 53.81
S2 51.85 51.85 54.43
S3 49.44 50.95 54.21
S4 47.03 48.54 53.54
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 51.50 5.21 9.5% 2.35 4.3% 65% False False 107,402
10 57.19 47.32 9.87 18.0% 3.28 6.0% 76% False False 100,276
20 57.19 46.68 10.51 19.2% 2.78 5.1% 78% False False 87,383
40 60.31 46.68 13.63 24.8% 2.74 5.0% 60% False False 67,599
60 77.70 46.68 31.02 56.5% 2.63 4.8% 26% False False 58,109
80 81.92 46.68 35.24 64.2% 2.42 4.4% 23% False False 51,715
100 90.62 46.68 43.94 80.1% 2.32 4.2% 19% False False 48,237
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.40
2.618 61.47
1.618 59.06
1.000 57.57
0.618 56.65
HIGH 55.16
0.618 54.24
0.500 53.96
0.382 53.67
LOW 52.75
0.618 51.26
1.000 50.34
1.618 48.85
2.618 46.44
4.250 42.51
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 54.57 54.43
PP 54.26 53.99
S1 53.96 53.55

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

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