NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 54.54 56.15 1.61 3.0% 48.97
High 58.18 56.76 -1.42 -2.4% 52.47
Low 53.92 52.71 -1.21 -2.2% 47.87
Close 57.27 53.18 -4.09 -7.1% 52.37
Range 4.26 4.05 -0.21 -4.9% 4.60
ATR 2.55 2.70 0.14 5.6% 0.00
Volume 38,915 39,505 590 1.5% 100,597
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 66.37 63.82 55.41
R3 62.32 59.77 54.29
R2 58.27 58.27 53.92
R1 55.72 55.72 53.55 54.97
PP 54.22 54.22 54.22 53.84
S1 51.67 51.67 52.81 50.92
S2 50.17 50.17 52.44
S3 46.12 47.62 52.07
S4 42.07 43.57 50.95
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 19.4% 3.43 6.5% 52% False False 28,886
10 58.18 47.87 10.31 19.4% 2.66 5.0% 52% False False 26,148
20 58.18 47.87 10.31 19.4% 2.53 4.8% 52% False False 22,095
40 66.37 47.87 18.50 34.8% 2.49 4.7% 29% False False 15,182
60 79.75 47.87 31.88 59.9% 2.35 4.4% 17% False False 11,748
80 83.79 47.87 35.92 67.5% 2.19 4.1% 15% False False 9,665
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.97
2.618 67.36
1.618 63.31
1.000 60.81
0.618 59.26
HIGH 56.76
0.618 55.21
0.500 54.74
0.382 54.26
LOW 52.71
0.618 50.21
1.000 48.66
1.618 46.16
2.618 42.11
4.250 35.50
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 54.74 54.57
PP 54.22 54.11
S1 53.70 53.64

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

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