NYMEX Light Sweet Crude Oil Future September 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 53.50 56.51 3.01 5.6% 50.70
High 56.50 59.92 3.42 6.1% 54.44
Low 53.27 56.00 2.73 5.1% 50.03
Close 55.94 59.26 3.32 5.9% 54.40
Range 3.23 3.92 0.69 21.4% 4.41
ATR 2.24 2.36 0.12 5.5% 0.00
Volume 20,234 33,953 13,719 67.8% 91,568
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 70.15 68.63 61.42
R3 66.23 64.71 60.34
R2 62.31 62.31 59.98
R1 60.79 60.79 59.62 61.55
PP 58.39 58.39 58.39 58.78
S1 56.87 56.87 58.90 57.63
S2 54.47 54.47 58.54
S3 50.55 52.95 58.18
S4 46.63 49.03 57.10
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 66.19 64.70 56.83
R3 61.78 60.29 55.61
R2 57.37 57.37 55.21
R1 55.88 55.88 54.80 56.63
PP 52.96 52.96 52.96 53.33
S1 51.47 51.47 54.00 52.22
S2 48.55 48.55 53.59
S3 44.14 47.06 53.19
S4 39.73 42.65 51.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.92 50.03 9.89 16.7% 2.65 4.5% 93% True False 21,499
10 59.92 50.03 9.89 16.7% 2.13 3.6% 93% True False 23,351
20 59.92 49.90 10.02 16.9% 2.18 3.7% 93% True False 19,838
40 67.97 49.90 18.07 30.5% 2.21 3.7% 52% False False 14,323
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 0.40
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 76.58
2.618 70.18
1.618 66.26
1.000 63.84
0.618 62.34
HIGH 59.92
0.618 58.42
0.500 57.96
0.382 57.50
LOW 56.00
0.618 53.58
1.000 52.08
1.618 49.66
2.618 45.74
4.250 39.34
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 58.83 57.93
PP 58.39 56.59
S1 57.96 55.26

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

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