NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 53.34 52.50 -0.84 -1.6% 56.12
High 53.73 53.33 -0.40 -0.7% 57.27
Low 51.60 51.82 0.22 0.4% 52.24
Close 52.56 52.34 -0.22 -0.4% 53.45
Range 2.13 1.51 -0.62 -29.1% 5.03
ATR 2.72 2.63 -0.09 -3.2% 0.00
Volume 75,753 124,545 48,792 64.4% 416,349
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 57.03 56.19 53.17
R3 55.52 54.68 52.76
R2 54.01 54.01 52.62
R1 53.17 53.17 52.48 52.84
PP 52.50 52.50 52.50 52.33
S1 51.66 51.66 52.20 51.33
S2 50.99 50.99 52.06
S3 49.48 50.15 51.92
S4 47.97 48.64 51.51
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 56.67 51.60 5.07 9.7% 2.23 4.3% 15% False False 104,622
10 57.27 51.50 5.77 11.0% 2.40 4.6% 15% False False 104,038
20 57.27 46.68 10.59 20.2% 2.67 5.1% 53% False False 95,703
40 58.27 46.68 11.59 22.1% 2.57 4.9% 49% False False 76,738
60 74.90 46.68 28.22 53.9% 2.69 5.1% 20% False False 66,412
80 81.92 46.68 35.24 67.3% 2.48 4.7% 16% False False 58,222
100 89.04 46.68 42.36 80.9% 2.40 4.6% 13% False False 53,983
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 59.75
2.618 57.28
1.618 55.77
1.000 54.84
0.618 54.26
HIGH 53.33
0.618 52.75
0.500 52.58
0.382 52.40
LOW 51.82
0.618 50.89
1.000 50.31
1.618 49.38
2.618 47.87
4.250 45.40
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 52.58 53.22
PP 52.50 52.93
S1 52.42 52.63

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

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