NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 54.64 56.68 2.04 3.7% 52.56
High 57.48 58.26 0.78 1.4% 59.17
Low 53.36 56.25 2.89 5.4% 52.27
Close 56.18 57.18 1.00 1.8% 57.18
Range 4.12 2.01 -2.11 -51.2% 6.90
ATR 2.64 2.60 -0.04 -1.5% 0.00
Volume 17,990 24,435 6,445 35.8% 101,671
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 63.26 62.23 58.29
R3 61.25 60.22 57.73
R2 59.24 59.24 57.55
R1 58.21 58.21 57.36 58.73
PP 57.23 57.23 57.23 57.49
S1 56.20 56.20 57.00 56.72
S2 55.22 55.22 56.81
S3 53.21 54.19 56.63
S4 51.20 52.18 56.07
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 76.91 73.94 60.98
R3 70.01 67.04 59.08
R2 63.11 63.11 58.45
R1 60.14 60.14 57.81 61.63
PP 56.21 56.21 56.21 56.95
S1 53.24 53.24 56.55 54.73
S2 49.31 49.31 55.92
S3 42.41 46.34 55.28
S4 35.51 39.44 53.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.17 52.27 6.90 12.1% 3.52 6.2% 71% False False 20,334
10 59.17 49.00 10.17 17.8% 2.65 4.6% 80% False False 16,137
20 59.17 49.00 10.17 17.8% 2.45 4.3% 80% False False 13,201
40 64.13 49.00 15.13 26.5% 2.38 4.2% 54% False False 8,955
60 78.33 49.00 29.33 51.3% 2.17 3.8% 28% False False 7,062
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.80
2.618 63.52
1.618 61.51
1.000 60.27
0.618 59.50
HIGH 58.26
0.618 57.49
0.500 57.26
0.382 57.02
LOW 56.25
0.618 55.01
1.000 54.24
1.618 53.00
2.618 50.99
4.250 47.71
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 57.26 56.72
PP 57.23 56.27
S1 57.21 55.81

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

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