NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 56.05 57.88 1.83 3.3% 56.55
High 58.03 58.37 0.34 0.6% 58.03
Low 55.93 55.60 -0.33 -0.6% 52.83
Close 57.53 57.98 0.45 0.8% 57.53
Range 2.10 2.77 0.67 31.9% 5.20
ATR 2.66 2.67 0.01 0.3% 0.00
Volume 54,971 30,814 -24,157 -43.9% 216,212
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.63 64.57 59.50
R3 62.86 61.80 58.74
R2 60.09 60.09 58.49
R1 59.03 59.03 58.23 59.56
PP 57.32 57.32 57.32 57.58
S1 56.26 56.26 57.73 56.79
S2 54.55 54.55 57.47
S3 51.78 53.49 57.22
S4 49.01 50.72 56.46
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 71.73 69.83 60.39
R3 66.53 64.63 58.96
R2 61.33 61.33 58.48
R1 59.43 59.43 58.01 60.38
PP 56.13 56.13 56.13 56.61
S1 54.23 54.23 57.05 55.18
S2 50.93 50.93 56.58
S3 45.73 49.03 56.10
S4 40.53 43.83 54.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.37 52.83 5.54 9.6% 2.47 4.3% 93% True False 41,708
10 58.37 52.16 6.21 10.7% 2.89 5.0% 94% True False 39,787
20 58.37 47.87 10.50 18.1% 2.55 4.4% 96% True False 31,041
40 60.41 47.87 12.54 21.6% 2.50 4.3% 81% False False 21,260
60 77.60 47.87 29.73 51.3% 2.46 4.2% 34% False False 16,540
80 81.61 47.87 33.74 58.2% 2.24 3.9% 30% False False 13,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.14
2.618 65.62
1.618 62.85
1.000 61.14
0.618 60.08
HIGH 58.37
0.618 57.31
0.500 56.99
0.382 56.66
LOW 55.60
0.618 53.89
1.000 52.83
1.618 51.12
2.618 48.35
4.250 43.83
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 57.65 57.41
PP 57.32 56.84
S1 56.99 56.27

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

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