NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 50.71 53.21 2.50 4.9% 49.65
High 54.09 55.11 1.02 1.9% 56.07
Low 49.49 52.82 3.33 6.7% 48.55
Close 52.53 53.66 1.13 2.2% 53.66
Range 4.60 2.29 -2.31 -50.2% 7.52
ATR 2.98 2.95 -0.03 -1.0% 0.00
Volume 71,566 79,206 7,640 10.7% 338,973
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.73 59.49 54.92
R3 58.44 57.20 54.29
R2 56.15 56.15 54.08
R1 54.91 54.91 53.87 55.53
PP 53.86 53.86 53.86 54.18
S1 52.62 52.62 53.45 53.24
S2 51.57 51.57 53.24
S3 49.28 50.33 53.03
S4 46.99 48.04 52.40
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 75.32 72.01 57.80
R3 67.80 64.49 55.73
R2 60.28 60.28 55.04
R1 56.97 56.97 54.35 58.63
PP 52.76 52.76 52.76 53.59
S1 49.45 49.45 52.97 51.11
S2 45.24 45.24 52.28
S3 37.72 41.93 51.59
S4 30.20 34.41 49.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.07 48.55 7.52 14.0% 3.88 7.2% 68% False False 67,794
10 56.07 45.52 10.55 19.7% 2.96 5.5% 77% False False 56,556
20 56.07 45.52 10.55 19.7% 2.84 5.3% 77% False False 48,621
40 64.06 45.52 18.54 34.6% 2.74 5.1% 44% False False 34,995
60 78.08 45.52 32.56 60.7% 2.55 4.8% 25% False False 27,758
80 83.21 45.52 37.69 70.2% 2.37 4.4% 22% False False 22,832
100 91.81 45.52 46.29 86.3% 2.16 4.0% 18% False False 19,408
120 93.40 45.52 47.88 89.2% 1.96 3.7% 17% False False 16,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 64.84
2.618 61.11
1.618 58.82
1.000 57.40
0.618 56.53
HIGH 55.11
0.618 54.24
0.500 53.97
0.382 53.69
LOW 52.82
0.618 51.40
1.000 50.53
1.618 49.11
2.618 46.82
4.250 43.09
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 53.97 53.21
PP 53.86 52.75
S1 53.76 52.30

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

View Archives - Comment on this page... - Back to Index of Symbols