NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 52.56 55.55 2.99 5.7% 50.04
High 55.70 59.17 3.47 6.2% 53.47
Low 52.27 54.96 2.69 5.1% 49.00
Close 54.99 58.35 3.36 6.1% 53.44
Range 3.43 4.21 0.78 22.7% 4.47
ATR 2.24 2.38 0.14 6.3% 0.00
Volume 10,833 25,411 14,578 134.6% 59,703
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 70.12 68.45 60.67
R3 65.91 64.24 59.51
R2 61.70 61.70 59.12
R1 60.03 60.03 58.74 60.87
PP 57.49 57.49 57.49 57.91
S1 55.82 55.82 57.96 56.66
S2 53.28 53.28 57.58
S3 49.07 51.61 57.19
S4 44.86 47.40 56.03
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 59.17 49.00 10.17 17.4% 2.76 4.7% 92% True False 14,495
10 59.17 49.00 10.17 17.4% 2.18 3.7% 92% True False 14,530
20 59.17 49.00 10.17 17.4% 2.22 3.8% 92% True False 11,100
40 67.65 49.00 18.65 32.0% 2.25 3.9% 50% False False 7,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 77.06
2.618 70.19
1.618 65.98
1.000 63.38
0.618 61.77
HIGH 59.17
0.618 57.56
0.500 57.07
0.382 56.57
LOW 54.96
0.618 52.36
1.000 50.75
1.618 48.15
2.618 43.94
4.250 37.07
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 57.92 57.02
PP 57.49 55.70
S1 57.07 54.37

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

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