NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 54.17 53.90 -0.27 -0.5% 57.88
High 54.79 55.95 1.16 2.1% 58.37
Low 53.45 53.09 -0.36 -0.7% 53.50
Close 53.79 55.77 1.98 3.7% 54.84
Range 1.34 2.86 1.52 113.4% 4.87
ATR 2.49 2.51 0.03 1.1% 0.00
Volume 67,835 28,138 -39,697 -58.5% 141,220
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 63.52 62.50 57.34
R3 60.66 59.64 56.56
R2 57.80 57.80 56.29
R1 56.78 56.78 56.03 57.29
PP 54.94 54.94 54.94 55.19
S1 53.92 53.92 55.51 54.43
S2 52.08 52.08 55.25
S3 49.22 51.06 54.98
S4 46.36 48.20 54.20
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 70.18 67.38 57.52
R3 65.31 62.51 56.18
R2 60.44 60.44 55.73
R1 57.64 57.64 55.29 56.61
PP 55.57 55.57 55.57 55.05
S1 52.77 52.77 54.39 51.74
S2 50.70 50.70 53.95
S3 45.83 47.90 53.50
S4 40.96 43.03 52.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.25 53.09 3.16 5.7% 2.05 3.7% 85% False True 39,184
10 58.37 52.83 5.54 9.9% 2.34 4.2% 53% False False 40,611
20 58.37 47.87 10.50 18.8% 2.62 4.7% 75% False False 36,124
40 58.37 47.87 10.50 18.8% 2.43 4.4% 75% False False 26,126
60 73.63 47.87 25.76 46.2% 2.53 4.5% 31% False False 20,016
80 80.99 47.87 33.12 59.4% 2.30 4.1% 24% False False 16,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 68.11
2.618 63.44
1.618 60.58
1.000 58.81
0.618 57.72
HIGH 55.95
0.618 54.86
0.500 54.52
0.382 54.18
LOW 53.09
0.618 51.32
1.000 50.23
1.618 48.46
2.618 45.60
4.250 40.94
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 55.35 55.35
PP 54.94 54.94
S1 54.52 54.52

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

View Archives - Comment on this page... - Back to Index of Symbols