NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 55.55 57.15 1.60 2.9% 50.04
High 59.17 57.84 -1.33 -2.2% 53.47
Low 54.96 53.99 -0.97 -1.8% 49.00
Close 58.35 54.38 -3.97 -6.8% 53.44
Range 4.21 3.85 -0.36 -8.6% 4.47
ATR 2.38 2.53 0.14 5.9% 0.00
Volume 25,411 23,002 -2,409 -9.5% 59,703
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 66.95 64.52 56.50
R3 63.10 60.67 55.44
R2 59.25 59.25 55.09
R1 56.82 56.82 54.73 56.11
PP 55.40 55.40 55.40 55.05
S1 52.97 52.97 54.03 52.26
S2 51.55 51.55 53.67
S3 47.70 49.12 53.32
S4 43.85 45.27 52.26
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 18.7% 3.30 6.1% 53% False False 17,260
10 59.17 49.00 10.17 18.7% 2.45 4.5% 53% False False 15,041
20 59.17 49.00 10.17 18.7% 2.29 4.2% 53% False False 11,983
40 66.34 49.00 17.34 31.9% 2.32 4.3% 31% False False 8,174
60 79.78 49.00 30.78 56.6% 2.11 3.9% 17% False False 6,425
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.20
2.618 67.92
1.618 64.07
1.000 61.69
0.618 60.22
HIGH 57.84
0.618 56.37
0.500 55.92
0.382 55.46
LOW 53.99
0.618 51.61
1.000 50.14
1.618 47.76
2.618 43.91
4.250 37.63
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 55.92 55.72
PP 55.40 55.27
S1 54.89 54.83

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

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