NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 54.71 56.12 1.41 2.6% 55.00
High 56.78 57.27 0.49 0.9% 56.78
Low 54.54 54.27 -0.27 -0.5% 51.50
Close 56.25 56.76 0.51 0.9% 56.25
Range 2.24 3.00 0.76 33.9% 5.28
ATR 2.80 2.81 0.01 0.5% 0.00
Volume 119,103 93,535 -25,568 -21.5% 534,267
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.10 63.93 58.41
R3 62.10 60.93 57.59
R2 59.10 59.10 57.31
R1 57.93 57.93 57.04 58.52
PP 56.10 56.10 56.10 56.39
S1 54.93 54.93 56.49 55.52
S2 53.10 53.10 56.21
S3 50.10 51.93 55.94
S4 47.10 48.93 55.11
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 70.68 68.75 59.15
R3 65.40 63.47 57.70
R2 60.12 60.12 57.22
R1 58.19 58.19 56.73 59.16
PP 54.84 54.84 54.84 55.33
S1 52.91 52.91 55.77 53.88
S2 49.56 49.56 55.28
S3 44.28 47.63 54.80
S4 39.00 42.35 53.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.27 51.50 5.77 10.2% 2.56 4.5% 91% True False 103,454
10 57.27 50.70 6.57 11.6% 3.02 5.3% 92% True False 108,478
20 57.27 46.68 10.59 18.7% 2.67 4.7% 95% True False 88,161
40 60.23 46.68 13.55 23.9% 2.69 4.7% 74% False False 69,602
60 77.70 46.68 31.02 54.7% 2.66 4.7% 32% False False 60,541
80 81.92 46.68 35.24 62.1% 2.44 4.3% 29% False False 53,723
100 90.62 46.68 43.94 77.4% 2.35 4.1% 23% False False 50,045
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 70.02
2.618 65.12
1.618 62.12
1.000 60.27
0.618 59.12
HIGH 57.27
0.618 56.12
0.500 55.77
0.382 55.42
LOW 54.27
0.618 52.42
1.000 51.27
1.618 49.42
2.618 46.42
4.250 41.52
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 56.43 56.18
PP 56.10 55.59
S1 55.77 55.01

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

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