NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 52.27 54.36 2.09 4.0% 56.12
High 54.55 54.65 0.10 0.2% 57.27
Low 51.61 51.75 0.14 0.3% 52.24
Close 54.31 52.10 -2.21 -4.1% 53.45
Range 2.94 2.90 -0.04 -1.4% 5.03
ATR 2.65 2.67 0.02 0.7% 0.00
Volume 55,766 114,423 58,657 105.2% 416,349
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 61.53 59.72 53.70
R3 58.63 56.82 52.90
R2 55.73 55.73 52.63
R1 53.92 53.92 52.37 53.38
PP 52.83 52.83 52.83 52.56
S1 51.02 51.02 51.83 50.48
S2 49.93 49.93 51.57
S3 47.03 48.12 51.30
S4 44.13 45.22 50.51
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 54.84 51.60 3.24 6.2% 2.21 4.2% 15% False False 95,339
10 57.27 51.60 5.67 10.9% 2.46 4.7% 9% False False 99,115
20 57.27 46.68 10.59 20.3% 2.81 5.4% 51% False False 99,434
40 57.47 46.68 10.79 20.7% 2.61 5.0% 50% False False 80,133
60 70.25 46.68 23.57 45.2% 2.65 5.1% 23% False False 68,195
80 80.73 46.68 34.05 65.4% 2.52 4.8% 16% False False 59,703
100 87.40 46.68 40.72 78.2% 2.41 4.6% 13% False False 54,887
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.98
2.618 62.24
1.618 59.34
1.000 57.55
0.618 56.44
HIGH 54.65
0.618 53.54
0.500 53.20
0.382 52.86
LOW 51.75
0.618 49.96
1.000 48.85
1.618 47.06
2.618 44.16
4.250 39.43
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 53.20 53.13
PP 52.83 52.79
S1 52.47 52.44

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

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