NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 56.74 57.38 0.64 1.1% 59.12
High 58.02 57.73 -0.29 -0.5% 59.92
Low 55.55 56.72 1.17 2.1% 55.55
Close 57.34 57.00 -0.34 -0.6% 57.00
Range 2.47 1.01 -1.46 -59.1% 4.37
ATR 2.49 2.38 -0.11 -4.2% 0.00
Volume 21,450 31,812 10,362 48.3% 139,757
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.18 59.60 57.56
R3 59.17 58.59 57.28
R2 58.16 58.16 57.19
R1 57.58 57.58 57.09 57.37
PP 57.15 57.15 57.15 57.04
S1 56.57 56.57 56.91 56.36
S2 56.14 56.14 56.81
S3 55.13 55.56 56.72
S4 54.12 54.55 56.44
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 70.60 68.17 59.40
R3 66.23 63.80 58.20
R2 61.86 61.86 57.80
R1 59.43 59.43 57.40 58.46
PP 57.49 57.49 57.49 57.01
S1 55.06 55.06 56.60 54.09
S2 53.12 53.12 56.20
S3 48.75 50.69 55.80
S4 44.38 46.32 54.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.95 55.55 4.40 7.7% 2.06 3.6% 33% False False 36,018
10 59.95 55.28 4.67 8.2% 2.03 3.6% 37% False False 32,688
20 59.95 50.03 9.92 17.4% 2.28 4.0% 70% False False 28,798
40 60.24 49.90 10.34 18.1% 2.15 3.8% 69% False False 21,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 62.02
2.618 60.37
1.618 59.36
1.000 58.74
0.618 58.35
HIGH 57.73
0.618 57.34
0.500 57.23
0.382 57.11
LOW 56.72
0.618 56.10
1.000 55.71
1.618 55.09
2.618 54.08
4.250 52.43
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 57.23 57.55
PP 57.15 57.37
S1 57.08 57.18

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

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