NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 51.25 52.14 0.89 1.7% 53.50
High 52.72 52.49 -0.23 -0.4% 54.92
Low 49.82 50.71 0.89 1.8% 49.82
Close 51.83 50.81 -1.02 -2.0% 50.81
Range 2.90 1.78 -1.12 -38.6% 5.10
ATR 2.99 2.91 -0.09 -2.9% 0.00
Volume 554,332 366,125 -188,207 -34.0% 1,479,149
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 56.68 55.52 51.79
R3 54.90 53.74 51.30
R2 53.12 53.12 51.14
R1 51.96 51.96 50.97 51.65
PP 51.34 51.34 51.34 51.18
S1 50.18 50.18 50.65 49.87
S2 49.56 49.56 50.48
S3 47.78 48.40 50.32
S4 46.00 46.62 49.83
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 67.15 64.08 53.62
R3 62.05 58.98 52.21
R2 56.95 56.95 51.75
R1 53.88 53.88 51.28 52.87
PP 51.85 51.85 51.85 51.34
S1 48.78 48.78 50.34 47.77
S2 46.75 46.75 49.88
S3 41.65 43.68 49.41
S4 36.55 38.58 48.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.92 49.82 5.10 10.0% 2.71 5.3% 19% False False 340,863
10 54.92 48.97 5.95 11.7% 2.64 5.2% 31% False False 286,306
20 55.05 44.37 10.68 21.0% 2.86 5.6% 60% False False 190,806
40 58.26 44.37 13.89 27.3% 2.71 5.3% 46% False False 120,944
60 77.14 44.37 32.77 64.5% 2.79 5.5% 20% False False 88,331
80 82.03 44.37 37.66 74.1% 2.54 5.0% 17% False False 70,002
100 91.36 44.37 46.99 92.5% 2.46 4.8% 14% False False 58,428
120 93.50 44.37 49.13 96.7% 2.24 4.4% 13% False False 49,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 60.06
2.618 57.15
1.618 55.37
1.000 54.27
0.618 53.59
HIGH 52.49
0.618 51.81
0.500 51.60
0.382 51.39
LOW 50.71
0.618 49.61
1.000 48.93
1.618 47.83
2.618 46.05
4.250 43.15
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 51.60 52.02
PP 51.34 51.62
S1 51.07 51.21

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

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