NYMEX Light Sweet Crude Oil Future September 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 56.51 58.21 1.70 3.0% 50.70
High 59.92 58.67 -1.25 -2.1% 54.44
Low 56.00 54.98 -1.02 -1.8% 50.03
Close 59.26 55.40 -3.86 -6.5% 54.40
Range 3.92 3.69 -0.23 -5.9% 4.41
ATR 2.36 2.50 0.14 5.8% 0.00
Volume 33,953 40,023 6,070 17.9% 91,568
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 67.42 65.10 57.43
R3 63.73 61.41 56.41
R2 60.04 60.04 56.08
R1 57.72 57.72 55.74 57.04
PP 56.35 56.35 56.35 56.01
S1 54.03 54.03 55.06 53.35
S2 52.66 52.66 54.72
S3 48.97 50.34 54.39
S4 45.28 46.65 53.37
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 17.9% 3.16 5.7% 54% False False 26,913
10 59.92 50.03 9.89 17.9% 2.39 4.3% 54% False False 24,969
20 59.92 49.90 10.02 18.1% 2.25 4.1% 55% False False 21,428
40 66.51 49.90 16.61 30.0% 2.27 4.1% 33% False False 15,146
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.35
2.618 68.33
1.618 64.64
1.000 62.36
0.618 60.95
HIGH 58.67
0.618 57.26
0.500 56.83
0.382 56.39
LOW 54.98
0.618 52.70
1.000 51.29
1.618 49.01
2.618 45.32
4.250 39.30
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 56.83 56.60
PP 56.35 56.20
S1 55.88 55.80

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

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