NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 51.87 54.54 2.67 5.1% 48.97
High 54.64 58.18 3.54 6.5% 52.47
Low 50.96 53.92 2.96 5.8% 47.87
Close 53.89 57.27 3.38 6.3% 52.37
Range 3.68 4.26 0.58 15.8% 4.60
ATR 2.42 2.55 0.13 5.5% 0.00
Volume 24,046 38,915 14,869 61.8% 100,597
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 69.24 67.51 59.61
R3 64.98 63.25 58.44
R2 60.72 60.72 58.05
R1 58.99 58.99 57.66 59.86
PP 56.46 56.46 56.46 56.89
S1 54.73 54.73 56.88 55.60
S2 52.20 52.20 56.49
S3 47.94 50.47 56.10
S4 43.68 46.21 54.93
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.70 63.14 54.90
R3 60.10 58.54 53.64
R2 55.50 55.50 53.21
R1 53.94 53.94 52.79 54.72
PP 50.90 50.90 50.90 51.30
S1 49.34 49.34 51.95 50.12
S2 46.30 46.30 51.53
S3 41.70 44.74 51.11
S4 37.10 40.14 49.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.18 47.87 10.31 18.0% 2.88 5.0% 91% True False 24,417
10 58.18 47.87 10.31 18.0% 2.39 4.2% 91% True False 24,926
20 58.18 47.87 10.31 18.0% 2.46 4.3% 91% True False 20,775
40 67.70 47.87 19.83 34.6% 2.42 4.2% 47% False False 14,293
60 79.75 47.87 31.88 55.7% 2.30 4.0% 29% False False 11,157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 76.29
2.618 69.33
1.618 65.07
1.000 62.44
0.618 60.81
HIGH 58.18
0.618 56.55
0.500 56.05
0.382 55.55
LOW 53.92
0.618 51.29
1.000 49.66
1.618 47.03
2.618 42.77
4.250 35.82
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 56.86 55.96
PP 56.46 54.64
S1 56.05 53.33

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

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