NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 55.85 54.25 -1.60 -2.9% 54.70
High 56.12 55.55 -0.57 -1.0% 56.12
Low 53.40 54.20 0.80 1.5% 53.09
Close 53.69 55.44 1.75 3.3% 55.44
Range 2.72 1.35 -1.37 -50.4% 3.03
ATR 2.53 2.48 -0.05 -1.9% 0.00
Volume 51,543 67,264 15,721 30.5% 249,836
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.11 58.63 56.18
R3 57.76 57.28 55.81
R2 56.41 56.41 55.69
R1 55.93 55.93 55.56 56.17
PP 55.06 55.06 55.06 55.19
S1 54.58 54.58 55.32 54.82
S2 53.71 53.71 55.19
S3 52.36 53.23 55.07
S4 51.01 51.88 54.70
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 63.97 62.74 57.11
R3 60.94 59.71 56.27
R2 57.91 57.91 56.00
R1 56.68 56.68 55.72 57.30
PP 54.88 54.88 54.88 55.19
S1 53.65 53.65 55.16 54.27
S2 51.85 51.85 54.88
S3 48.82 50.62 54.61
S4 45.79 47.59 53.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.12 53.09 3.03 5.5% 2.05 3.7% 78% False False 49,967
10 58.37 53.09 5.28 9.5% 2.23 4.0% 45% False False 44,602
20 58.37 48.47 9.90 17.9% 2.70 4.9% 70% False False 39,974
40 58.37 47.87 10.50 18.9% 2.44 4.4% 72% False False 28,852
60 69.85 47.87 21.98 39.6% 2.40 4.3% 34% False False 21,804
80 80.60 47.87 32.73 59.0% 2.33 4.2% 23% False False 17,523
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.29
2.618 59.08
1.618 57.73
1.000 56.90
0.618 56.38
HIGH 55.55
0.618 55.03
0.500 54.88
0.382 54.72
LOW 54.20
0.618 53.37
1.000 52.85
1.618 52.02
2.618 50.67
4.250 48.46
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 55.25 55.16
PP 55.06 54.88
S1 54.88 54.61

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

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