NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 57.15 54.64 -2.51 -4.4% 50.04
High 57.84 57.48 -0.36 -0.6% 53.47
Low 53.99 53.36 -0.63 -1.2% 49.00
Close 54.38 56.18 1.80 3.3% 53.44
Range 3.85 4.12 0.27 7.0% 4.47
ATR 2.53 2.64 0.11 4.5% 0.00
Volume 23,002 17,990 -5,012 -21.8% 59,703
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 68.03 66.23 58.45
R3 63.91 62.11 57.31
R2 59.79 59.79 56.94
R1 57.99 57.99 56.56 58.89
PP 55.67 55.67 55.67 56.13
S1 53.87 53.87 55.80 54.77
S2 51.55 51.55 55.42
S3 47.43 49.75 55.05
S4 43.31 45.63 53.91
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 49.57 9.60 17.1% 3.90 6.9% 69% False False 18,000
10 59.17 49.00 10.17 18.1% 2.60 4.6% 71% False False 15,478
20 59.17 49.00 10.17 18.1% 2.40 4.3% 71% False False 12,283
40 65.02 49.00 16.02 28.5% 2.36 4.2% 45% False False 8,498
60 79.78 49.00 30.78 54.8% 2.16 3.9% 23% False False 6,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.99
2.618 68.27
1.618 64.15
1.000 61.60
0.618 60.03
HIGH 57.48
0.618 55.91
0.500 55.42
0.382 54.93
LOW 53.36
0.618 50.81
1.000 49.24
1.618 46.69
2.618 42.57
4.250 35.85
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 55.93 56.27
PP 55.67 56.24
S1 55.42 56.21

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

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