NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 49.87 52.56 2.69 5.4% 50.04
High 53.47 55.70 2.23 4.2% 53.47
Low 49.57 52.27 2.70 5.4% 49.00
Close 53.44 54.99 1.55 2.9% 53.44
Range 3.90 3.43 -0.47 -12.1% 4.47
ATR 2.15 2.24 0.09 4.2% 0.00
Volume 12,764 10,833 -1,931 -15.1% 59,703
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.61 63.23 56.88
R3 61.18 59.80 55.93
R2 57.75 57.75 55.62
R1 56.37 56.37 55.30 57.06
PP 54.32 54.32 54.32 54.67
S1 52.94 52.94 54.68 53.63
S2 50.89 50.89 54.36
S3 47.46 49.51 54.05
S4 44.03 46.08 53.10
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 65.38 63.88 55.90
R3 60.91 59.41 54.67
R2 56.44 56.44 54.26
R1 54.94 54.94 53.85 55.69
PP 51.97 51.97 51.97 52.35
S1 50.47 50.47 53.03 51.22
S2 47.50 47.50 52.62
S3 43.03 46.00 52.21
S4 38.56 41.53 50.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.70 49.00 6.70 12.2% 2.18 4.0% 89% True False 11,388
10 55.70 49.00 6.70 12.2% 1.97 3.6% 89% True False 12,464
20 55.94 49.00 6.94 12.6% 2.12 3.8% 86% False False 9,952
40 69.11 49.00 20.11 36.6% 2.19 4.0% 30% False False 7,093
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.28
2.618 64.68
1.618 61.25
1.000 59.13
0.618 57.82
HIGH 55.70
0.618 54.39
0.500 53.99
0.382 53.58
LOW 52.27
0.618 50.15
1.000 48.84
1.618 46.72
2.618 43.29
4.250 37.69
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 54.66 54.11
PP 54.32 53.23
S1 53.99 52.35

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

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