NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 54.29 53.34 -0.95 -1.7% 56.12
High 54.84 53.73 -1.11 -2.0% 57.27
Low 53.29 51.60 -1.69 -3.2% 52.24
Close 53.45 52.56 -0.89 -1.7% 53.45
Range 1.55 2.13 0.58 37.4% 5.03
ATR 2.76 2.72 -0.05 -1.6% 0.00
Volume 106,208 75,753 -30,455 -28.7% 416,349
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.02 57.92 53.73
R3 56.89 55.79 53.15
R2 54.76 54.76 52.95
R1 53.66 53.66 52.76 53.15
PP 52.63 52.63 52.63 52.37
S1 51.53 51.53 52.36 51.02
S2 50.50 50.50 52.17
S3 48.37 49.40 51.97
S4 46.24 47.27 51.39
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 69.41 66.46 56.22
R3 64.38 61.43 54.83
R2 59.35 59.35 54.37
R1 56.40 56.40 53.91 55.36
PP 54.32 54.32 54.32 53.80
S1 51.37 51.37 52.99 50.33
S2 49.29 49.29 52.53
S3 44.26 46.34 52.07
S4 39.23 41.31 50.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.27 51.60 5.67 10.8% 2.53 4.8% 17% False True 98,420
10 57.27 51.50 5.77 11.0% 2.44 4.6% 18% False False 102,636
20 57.27 46.68 10.59 20.1% 2.69 5.1% 56% False False 93,770
40 58.73 46.68 12.05 22.9% 2.58 4.9% 49% False False 74,495
60 76.75 46.68 30.07 57.2% 2.71 5.2% 20% False False 64,790
80 81.92 46.68 35.24 67.0% 2.47 4.7% 17% False False 56,979
100 90.62 46.68 43.94 83.6% 2.41 4.6% 13% False False 52,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.78
2.618 59.31
1.618 57.18
1.000 55.86
0.618 55.05
HIGH 53.73
0.618 52.92
0.500 52.67
0.382 52.41
LOW 51.60
0.618 50.28
1.000 49.47
1.618 48.15
2.618 46.02
4.250 42.55
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 52.67 53.31
PP 52.63 53.06
S1 52.60 52.81

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

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