NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 54.36 52.70 -1.66 -3.1% 53.34
High 54.65 53.98 -0.67 -1.2% 54.65
Low 51.75 52.50 0.75 1.4% 51.60
Close 52.10 53.84 1.74 3.3% 53.84
Range 2.90 1.48 -1.42 -49.0% 3.05
ATR 2.67 2.61 -0.06 -2.1% 0.00
Volume 114,423 132,946 18,523 16.2% 503,433
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 57.88 57.34 54.65
R3 56.40 55.86 54.25
R2 54.92 54.92 54.11
R1 54.38 54.38 53.98 54.65
PP 53.44 53.44 53.44 53.58
S1 52.90 52.90 53.70 53.17
S2 51.96 51.96 53.57
S3 50.48 51.42 53.43
S4 49.00 49.94 53.03
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.51 61.23 55.52
R3 59.46 58.18 54.68
R2 56.41 56.41 54.40
R1 55.13 55.13 54.12 55.77
PP 53.36 53.36 53.36 53.69
S1 52.08 52.08 53.56 52.72
S2 50.31 50.31 53.28
S3 47.26 49.03 53.00
S4 44.21 45.98 52.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.65 51.60 3.05 5.7% 2.19 4.1% 73% False False 100,686
10 57.27 51.60 5.67 10.5% 2.37 4.4% 40% False False 103,888
20 57.27 47.32 9.95 18.5% 2.83 5.2% 66% False False 102,082
40 57.47 46.68 10.79 20.0% 2.61 4.8% 66% False False 82,748
60 69.87 46.68 23.19 43.1% 2.59 4.8% 31% False False 69,514
80 80.73 46.68 34.05 63.2% 2.52 4.7% 21% False False 61,110
100 86.88 46.68 40.20 74.7% 2.41 4.5% 18% False False 55,706
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 0.55
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 60.27
2.618 57.85
1.618 56.37
1.000 55.46
0.618 54.89
HIGH 53.98
0.618 53.41
0.500 53.24
0.382 53.07
LOW 52.50
0.618 51.59
1.000 51.02
1.618 50.11
2.618 48.63
4.250 46.21
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 53.64 53.60
PP 53.44 53.37
S1 53.24 53.13

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

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