NYMEX Light Sweet Crude Oil Future May 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	53.21	55.07	1.86	3.5%	49.65
High	55.11	55.65	0.54	1.0%	56.07
Low	52.82	53.58	0.76	1.4%	48.55
Close	53.66	54.71	1.05	2.0%	53.66
Range	2.29	2.07	-0.22	-9.6%	7.52
ATR	2.95	2.89	-0.06	-2.1%	0.00
Volume	79,206	82,786	3,580	4.5%	338,973

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.86	59.85	55.85
R3	58.79	57.78	55.28
R2	56.72	56.72	55.09
R1	55.71	55.71	54.90	55.18
PP	54.65	54.65	54.65	54.38
S1	53.64	53.64	54.52	53.11
S2	52.58	52.58	54.33
S3	50.51	51.57	54.14
S4	48.44	49.50	53.57

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	49.49	6.58	12.0%	3.53	6.5%	79%	False	False	72,760
10	56.07	45.52	10.55	19.3%	2.98	5.4%	87%	False	False	59,400
20	56.07	45.52	10.55	19.3%	2.84	5.2%	87%	False	False	50,930
40	62.67	45.52	17.15	31.3%	2.73	5.0%	54%	False	False	36,628
60	77.82	45.52	32.30	59.0%	2.57	4.7%	28%	False	False	28,987
80	82.02	45.52	36.50	66.7%	2.35	4.3%	25%	False	False	23,766
100	91.81	45.52	46.29	84.6%	2.17	4.0%	20%	False	False	20,212
120	93.40	45.52	47.88	87.5%	1.97	3.6%	19%	False	False	17,320

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	0.52
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	64.45
2.618	61.07
1.618	59.00
1.000	57.72
0.618	56.93
HIGH	55.65
0.618	54.86
0.500	54.62
0.382	54.37
LOW	53.58
0.618	52.30
1.000	51.51
1.618	50.23
2.618	48.16
4.250	44.78

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	54.68	54.00
PP	54.65	53.28
S1	54.62	52.57

Download as Excel Spreadsheet

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

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