NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 55.63 54.44 -1.19 -2.1% 51.87
High 55.68 56.51 0.83 1.5% 58.18
Low 52.83 54.17 1.34 2.5% 50.96
Close 53.79 56.24 2.45 4.6% 56.06
Range 2.85 2.34 -0.51 -17.9% 7.22
ATR 2.71 2.71 0.00 0.0% 0.00
Volume 34,919 43,978 9,059 25.9% 174,897
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.66 61.79 57.53
R3 60.32 59.45 56.88
R2 57.98 57.98 56.67
R1 57.11 57.11 56.45 57.55
PP 55.64 55.64 55.64 55.86
S1 54.77 54.77 56.03 55.21
S2 53.30 53.30 55.81
S3 50.96 52.43 55.60
S4 48.62 50.09 54.95
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 52.83 4.98 8.9% 2.28 4.1% 68% False False 40,209
10 58.18 48.47 9.71 17.3% 3.17 5.6% 80% False False 35,345
20 58.18 47.87 10.31 18.3% 2.66 4.7% 81% False False 28,923
40 60.41 47.87 12.54 22.3% 2.54 4.5% 67% False False 19,754
60 77.60 47.87 29.73 52.9% 2.43 4.3% 28% False False 15,247
80 81.61 47.87 33.74 60.0% 2.21 3.9% 25% False False 12,289
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.46
2.618 62.64
1.618 60.30
1.000 58.85
0.618 57.96
HIGH 56.51
0.618 55.62
0.500 55.34
0.382 55.06
LOW 54.17
0.618 52.72
1.000 51.83
1.618 50.38
2.618 48.04
4.250 44.23
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 55.94 55.76
PP 55.64 55.27
S1 55.34 54.79

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

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