NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 53.01 51.49 -1.52 -2.9% 49.65
High 53.01 53.83 0.82 1.5% 56.07
Low 50.20 51.40 1.20 2.4% 48.55
Close 51.08 53.50 2.42 4.7% 53.66
Range 2.81 2.43 -0.38 -13.5% 7.52
ATR 2.87 2.86 -0.01 -0.3% 0.00
Volume 100,274 110,254 9,980 10.0% 338,973
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.20 59.28 54.84
R3 57.77 56.85 54.17
R2 55.34 55.34 53.95
R1 54.42 54.42 53.72 54.88
PP 52.91 52.91 52.91 53.14
S1 51.99 51.99 53.28 52.45
S2 50.48 50.48 53.05
S3 48.05 49.56 52.83
S4 45.62 47.13 52.16
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 55.65 50.20 5.45 10.2% 2.42 4.5% 61% False False 97,461
10 56.07 46.18 9.89 18.5% 3.32 6.2% 74% False False 78,566
20 56.07 45.52 10.55 19.7% 2.82 5.3% 76% False False 61,524
40 59.99 45.52 14.47 27.0% 2.73 5.1% 55% False False 42,959
60 77.67 45.52 32.15 60.1% 2.59 4.8% 25% False False 33,966
80 81.93 45.52 36.41 68.1% 2.35 4.4% 22% False False 27,485
100 90.94 45.52 45.42 84.9% 2.22 4.2% 18% False False 23,396
120 93.40 45.52 47.88 89.5% 2.02 3.8% 17% False False 19,978
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.16
2.618 60.19
1.618 57.76
1.000 56.26
0.618 55.33
HIGH 53.83
0.618 52.90
0.500 52.62
0.382 52.33
LOW 51.40
0.618 49.90
1.000 48.97
1.618 47.47
2.618 45.04
4.250 41.07
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 53.21 53.12
PP 52.91 52.73
S1 52.62 52.35

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

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