NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 49.65 51.70 2.05 4.1% 46.85
High 52.35 56.07 3.72 7.1% 50.17
Low 48.55 51.70 3.15 6.5% 45.52
Close 51.55 54.95 3.40 6.6% 50.07
Range 3.80 4.37 0.57 15.0% 4.65
ATR 2.56 2.70 0.14 5.4% 0.00
Volume 57,957 61,350 3,393 5.9% 226,589
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 67.35 65.52 57.35
R3 62.98 61.15 56.15
R2 58.61 58.61 55.75
R1 56.78 56.78 55.35 57.70
PP 54.24 54.24 54.24 54.70
S1 52.41 52.41 54.55 53.33
S2 49.87 49.87 54.15
S3 45.50 48.04 53.75
S4 41.13 43.67 52.55
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 62.54 60.95 52.63
R3 57.89 56.30 51.35
R2 53.24 53.24 50.92
R1 51.65 51.65 50.50 52.45
PP 48.59 48.59 48.59 48.98
S1 47.00 47.00 49.64 47.80
S2 43.94 43.94 49.22
S3 39.29 42.35 48.79
S4 34.64 37.70 47.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.07 45.52 10.55 19.2% 2.98 5.4% 89% True False 50,370
10 56.07 45.52 10.55 19.2% 2.50 4.6% 89% True False 47,617
20 56.07 45.52 10.55 19.2% 2.60 4.7% 89% True False 42,696
40 67.44 45.52 21.92 39.9% 2.61 4.7% 43% False False 30,978
60 79.76 45.52 34.24 62.3% 2.45 4.5% 28% False False 24,545
80 85.40 45.52 39.88 72.6% 2.30 4.2% 24% False False 20,359
100 91.81 45.52 46.29 84.2% 2.09 3.8% 20% False False 17,354
120 94.48 45.52 48.96 89.1% 1.90 3.4% 19% False False 14,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 74.64
2.618 67.51
1.618 63.14
1.000 60.44
0.618 58.77
HIGH 56.07
0.618 54.40
0.500 53.89
0.382 53.37
LOW 51.70
0.618 49.00
1.000 47.33
1.618 44.63
2.618 40.26
4.250 33.13
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 54.60 53.68
PP 54.24 52.40
S1 53.89 51.13

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

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