NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 58.24 57.47 -0.77 -1.3% 57.33
High 58.78 58.81 0.03 0.1% 58.86
Low 56.72 57.47 0.75 1.3% 56.31
Close 56.98 58.72 1.74 3.1% 58.72
Range 2.06 1.34 -0.72 -35.0% 2.55
ATR 2.11 2.09 -0.02 -0.9% 0.00
Volume 11,015 10,175 -840 -7.6% 50,130
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.35 61.88 59.46
R3 61.01 60.54 59.09
R2 59.67 59.67 58.97
R1 59.20 59.20 58.84 59.44
PP 58.33 58.33 58.33 58.45
S1 57.86 57.86 58.60 58.10
S2 56.99 56.99 58.47
S3 55.65 56.52 58.35
S4 54.31 55.18 57.98
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.61 64.72 60.12
R3 63.06 62.17 59.42
R2 60.51 60.51 59.19
R1 59.62 59.62 58.95 60.07
PP 57.96 57.96 57.96 58.19
S1 57.07 57.07 58.49 57.52
S2 55.41 55.41 58.25
S3 52.86 54.52 58.02
S4 50.31 51.97 57.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.86 56.31 2.55 4.3% 1.74 3.0% 95% False False 10,026
10 60.65 56.31 4.34 7.4% 1.76 3.0% 56% False False 10,889
20 60.67 51.55 9.12 15.5% 2.25 3.8% 79% False False 10,217
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.51
2.618 62.32
1.618 60.98
1.000 60.15
0.618 59.64
HIGH 58.81
0.618 58.30
0.500 58.14
0.382 57.98
LOW 57.47
0.618 56.64
1.000 56.13
1.618 55.30
2.618 53.96
4.250 51.78
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 58.53 58.37
PP 58.33 58.03
S1 58.14 57.68

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

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