NYMEX Light Sweet Crude Oil Future October 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 56.68 58.97 2.29 4.0% 51.10
High 60.67 59.42 -1.25 -2.1% 55.25
Low 56.68 55.85 -0.83 -1.5% 50.93
Close 60.00 56.25 -3.75 -6.3% 55.25
Range 3.99 3.57 -0.42 -10.5% 4.32
ATR 2.16 2.30 0.14 6.6% 0.00
Volume 13,984 14,477 493 3.5% 34,949
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 67.88 65.64 58.21
R3 64.31 62.07 57.23
R2 60.74 60.74 56.90
R1 58.50 58.50 56.58 57.84
PP 57.17 57.17 57.17 56.84
S1 54.93 54.93 55.92 54.27
S2 53.60 53.60 55.60
S3 50.03 51.36 55.27
S4 46.46 47.79 54.29
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 66.77 65.33 57.63
R3 62.45 61.01 56.44
R2 58.13 58.13 56.04
R1 56.69 56.69 55.65 57.41
PP 53.81 53.81 53.81 54.17
S1 52.37 52.37 54.85 53.09
S2 49.49 49.49 54.46
S3 45.17 48.05 54.06
S4 40.85 43.73 52.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.67 50.93 9.74 17.3% 3.03 5.4% 55% False False 9,854
10 60.67 50.93 9.74 17.3% 2.12 3.8% 55% False False 8,936
20 60.67 50.60 10.07 17.9% 2.02 3.6% 56% False False 6,777
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.59
2.618 68.77
1.618 65.20
1.000 62.99
0.618 61.63
HIGH 59.42
0.618 58.06
0.500 57.64
0.382 57.21
LOW 55.85
0.618 53.64
1.000 52.28
1.618 50.07
2.618 46.50
4.250 40.68
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 57.64 57.38
PP 57.17 57.00
S1 56.71 56.63

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

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