NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 56.28 55.63 -0.65 -1.2% 51.87
High 56.75 55.68 -1.07 -1.9% 58.18
Low 54.47 52.83 -1.64 -3.0% 50.96
Close 54.72 53.79 -0.93 -1.7% 56.06
Range 2.28 2.85 0.57 25.0% 7.22
ATR 2.70 2.71 0.01 0.4% 0.00
Volume 43,859 34,919 -8,940 -20.4% 174,897
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.65 61.07 55.36
R3 59.80 58.22 54.57
R2 56.95 56.95 54.31
R1 55.37 55.37 54.05 54.74
PP 54.10 54.10 54.10 53.78
S1 52.52 52.52 53.53 51.89
S2 51.25 51.25 53.27
S3 48.40 49.67 53.01
S4 45.55 46.82 52.22
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 76.73 73.61 60.03
R3 69.51 66.39 58.05
R2 62.29 62.29 57.38
R1 59.17 59.17 56.72 60.73
PP 55.07 55.07 55.07 55.85
S1 51.95 51.95 55.40 53.51
S2 47.85 47.85 54.74
S3 40.63 44.73 54.07
S4 33.41 37.51 52.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.81 52.16 5.65 10.5% 2.67 5.0% 29% False False 37,938
10 58.18 47.87 10.31 19.2% 3.05 5.7% 57% False False 33,412
20 58.18 47.87 10.31 19.2% 2.71 5.0% 57% False False 27,666
40 60.51 47.87 12.64 23.5% 2.56 4.8% 47% False False 18,869
60 77.60 47.87 29.73 55.3% 2.43 4.5% 20% False False 14,569
80 81.61 47.87 33.74 62.7% 2.20 4.1% 18% False False 11,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.79
2.618 63.14
1.618 60.29
1.000 58.53
0.618 57.44
HIGH 55.68
0.618 54.59
0.500 54.26
0.382 53.92
LOW 52.83
0.618 51.07
1.000 49.98
1.618 48.22
2.618 45.37
4.250 40.72
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 54.26 55.32
PP 54.10 54.81
S1 53.95 54.30

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

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