NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 51.70 53.67 1.97 3.8% 46.85
High 56.07 54.44 -1.63 -2.9% 50.17
Low 51.70 50.11 -1.59 -3.1% 45.52
Close 54.95 50.58 -4.37 -8.0% 50.07
Range 4.37 4.33 -0.04 -0.9% 4.65
ATR 2.70 2.86 0.15 5.6% 0.00
Volume 61,350 68,894 7,544 12.3% 226,589
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.70 61.97 52.96
R3 60.37 57.64 51.77
R2 56.04 56.04 51.37
R1 53.31 53.31 50.98 52.51
PP 51.71 51.71 51.71 51.31
S1 48.98 48.98 50.18 48.18
S2 47.38 47.38 49.79
S3 43.05 44.65 49.39
S4 38.72 40.32 48.20
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 20.9% 3.55 7.0% 48% False False 57,167
10 56.07 45.52 10.55 20.9% 2.78 5.5% 48% False False 50,012
20 56.07 45.52 10.55 20.9% 2.69 5.3% 48% False False 44,801
40 66.09 45.52 20.57 40.7% 2.67 5.3% 25% False False 32,332
60 79.76 45.52 34.24 67.7% 2.50 4.9% 15% False False 25,501
80 83.92 45.52 38.40 75.9% 2.32 4.6% 13% False False 21,108
100 91.81 45.52 46.29 91.5% 2.12 4.2% 11% False False 17,996
120 94.02 45.52 48.50 95.9% 1.92 3.8% 10% False False 15,422
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.84
2.618 65.78
1.618 61.45
1.000 58.77
0.618 57.12
HIGH 54.44
0.618 52.79
0.500 52.28
0.382 51.76
LOW 50.11
0.618 47.43
1.000 45.78
1.618 43.10
2.618 38.77
4.250 31.71
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 52.28 52.31
PP 51.71 51.73
S1 51.15 51.16

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

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