NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 51.76 53.05 1.29 2.5% 48.62
High 53.98 54.71 0.73 1.4% 55.05
Low 51.58 52.45 0.87 1.7% 47.47
Close 52.50 53.67 1.17 2.2% 52.50
Range 2.40 2.26 -0.14 -5.8% 7.58
ATR 3.07 3.01 -0.06 -1.9% 0.00
Volume 189,105 248,740 59,635 31.5% 689,155
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.39 59.29 54.91
R3 58.13 57.03 54.29
R2 55.87 55.87 54.08
R1 54.77 54.77 53.88 55.32
PP 53.61 53.61 53.61 53.89
S1 52.51 52.51 53.46 53.06
S2 51.35 51.35 53.26
S3 49.09 50.25 53.05
S4 46.83 47.99 52.43
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 74.41 71.04 56.67
R3 66.83 63.46 54.58
R2 59.25 59.25 53.89
R1 55.88 55.88 53.19 57.57
PP 51.67 51.67 51.67 52.52
S1 48.30 48.30 51.81 49.99
S2 44.09 44.09 51.11
S3 36.51 40.72 50.42
S4 28.93 33.14 48.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.05 48.20 6.85 12.8% 3.69 6.9% 80% False False 168,589
10 55.05 44.37 10.68 19.9% 3.10 5.8% 87% False False 122,727
20 55.05 44.37 10.68 19.9% 2.98 5.6% 87% False False 98,846
40 62.39 44.37 18.02 33.6% 2.85 5.3% 52% False False 66,197
60 77.80 44.37 33.43 62.3% 2.69 5.0% 28% False False 50,111
80 82.27 44.37 37.90 70.6% 2.48 4.6% 25% False False 40,994
100 92.05 44.37 47.68 88.8% 2.32 4.3% 20% False False 34,658
120 93.50 44.37 49.13 91.5% 2.11 3.9% 19% False False 29,563
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 64.32
2.618 60.63
1.618 58.37
1.000 56.97
0.618 56.11
HIGH 54.71
0.618 53.85
0.500 53.58
0.382 53.31
LOW 52.45
0.618 51.05
1.000 50.19
1.618 48.79
2.618 46.53
4.250 42.85
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 53.64 52.93
PP 53.61 52.19
S1 53.58 51.46

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

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