NYMEX Light Sweet Crude Oil Future February 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 53.87 53.76 -0.11 -0.2% 55.05
High 54.02 55.11 1.09 2.0% 55.74
Low 52.44 52.03 -0.41 -0.8% 52.03
Close 53.27 52.69 -0.58 -1.1% 52.69
Range 1.58 3.08 1.50 94.9% 3.71
ATR 2.72 2.75 0.03 0.9% 0.00
Volume 233,516 268,708 35,192 15.1% 962,159
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 62.52 60.68 54.38
R3 59.44 57.60 53.54
R2 56.36 56.36 53.25
R1 54.52 54.52 52.97 53.90
PP 53.28 53.28 53.28 52.97
S1 51.44 51.44 52.41 50.82
S2 50.20 50.20 52.13
S3 47.12 48.36 51.84
S4 44.04 45.28 51.00
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 64.62 62.36 54.73
R3 60.91 58.65 53.71
R2 57.20 57.20 53.37
R1 54.94 54.94 53.03 54.22
PP 53.49 53.49 53.49 53.12
S1 51.23 51.23 52.35 50.51
S2 49.78 49.78 52.01
S3 46.07 47.52 51.67
S4 42.36 43.81 50.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.59 52.03 4.56 8.7% 2.24 4.3% 14% False True 217,872
10 59.04 52.03 7.01 13.3% 2.79 5.3% 9% False True 265,319
20 68.30 52.03 16.27 30.9% 2.80 5.3% 4% False True 211,274
40 79.69 52.03 27.66 52.5% 2.65 5.0% 2% False True 130,504
60 86.87 52.03 34.84 66.1% 2.50 4.7% 2% False True 96,600
80 92.63 52.03 40.60 77.1% 2.30 4.4% 2% False True 77,337
100 95.39 52.03 43.36 82.3% 2.08 3.9% 2% False True 63,687
120 98.68 52.03 46.65 88.5% 1.89 3.6% 1% False True 54,138
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 0.76
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.20
2.618 63.17
1.618 60.09
1.000 58.19
0.618 57.01
HIGH 55.11
0.618 53.93
0.500 53.57
0.382 53.21
LOW 52.03
0.618 50.13
1.000 48.95
1.618 47.05
2.618 43.97
4.250 38.94
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 53.57 53.57
PP 53.28 53.28
S1 52.98 52.98

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

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