NYMEX Light Sweet Crude Oil Future March 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 51.35 52.75 1.40 2.7% 52.01
High 53.43 54.15 0.72 1.3% 53.99
Low 51.03 50.81 -0.22 -0.4% 48.08
Close 52.78 53.53 0.75 1.4% 52.78
Range 2.40 3.34 0.94 39.2% 5.91
ATR 3.00 3.03 0.02 0.8% 0.00
Volume 437,072 518,799 81,727 18.7% 2,558,071
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.85 61.53 55.37
R3 59.51 58.19 54.45
R2 56.17 56.17 54.14
R1 54.85 54.85 53.84 55.51
PP 52.83 52.83 52.83 53.16
S1 51.51 51.51 53.22 52.17
S2 49.49 49.49 52.92
S3 46.15 48.17 52.61
S4 42.81 44.83 51.69
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 69.35 66.97 56.03
R3 63.44 61.06 54.41
R2 57.53 57.53 53.86
R1 55.15 55.15 53.32 56.34
PP 51.62 51.62 51.62 52.21
S1 49.24 49.24 52.24 50.43
S2 45.71 45.71 51.70
S3 39.80 43.33 51.15
S4 33.89 37.42 49.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.15 48.08 6.07 11.3% 2.81 5.2% 90% True False 508,101
10 54.24 47.36 6.88 12.9% 3.27 6.1% 90% False False 548,113
20 54.24 43.58 10.66 19.9% 2.89 5.4% 93% False False 465,844
40 59.31 43.58 15.73 29.4% 2.87 5.4% 63% False False 304,519
60 77.79 43.58 34.21 63.9% 2.84 5.3% 29% False False 220,402
80 82.19 43.58 38.61 72.1% 2.61 4.9% 26% False False 173,750
100 91.92 43.58 48.34 90.3% 2.52 4.7% 21% False False 146,508
120 93.80 43.58 50.22 93.8% 2.31 4.3% 20% False False 124,869
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 0.52
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 68.35
2.618 62.89
1.618 59.55
1.000 57.49
0.618 56.21
HIGH 54.15
0.618 52.87
0.500 52.48
0.382 52.09
LOW 50.81
0.618 48.75
1.000 47.47
1.618 45.41
2.618 42.07
4.250 36.62
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 53.18 52.90
PP 52.83 52.27
S1 52.48 51.65

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

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