NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 51.49 53.48 1.99 3.9% 55.07
High 53.83 55.54 1.71 3.2% 55.65
Low 51.40 53.25 1.85 3.6% 50.20
Close 53.50 54.96 1.46 2.7% 54.96
Range 2.43 2.29 -0.14 -5.8% 5.45
ATR 2.86 2.82 -0.04 -1.4% 0.00
Volume 110,254 121,162 10,908 9.9% 529,261
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 61.45 60.50 56.22
R3 59.16 58.21 55.59
R2 56.87 56.87 55.38
R1 55.92 55.92 55.17 56.40
PP 54.58 54.58 54.58 54.82
S1 53.63 53.63 54.75 54.11
S2 52.29 52.29 54.54
S3 50.00 51.34 54.33
S4 47.71 49.05 53.70
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 69.95 67.91 57.96
R3 64.50 62.46 56.46
R2 59.05 59.05 55.96
R1 57.01 57.01 55.46 55.31
PP 53.60 53.60 53.60 52.75
S1 51.56 51.56 54.46 49.86
S2 48.15 48.15 53.96
S3 42.70 46.11 53.46
S4 37.25 40.66 51.96
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 9.9% 2.42 4.4% 87% False False 105,852
10 56.07 48.55 7.52 13.7% 3.15 5.7% 85% False False 86,823
20 56.07 45.52 10.55 19.2% 2.69 4.9% 89% False False 65,601
40 59.99 45.52 14.47 26.3% 2.71 4.9% 65% False False 45,373
60 77.67 45.52 32.15 58.5% 2.61 4.7% 29% False False 35,844
80 81.93 45.52 36.41 66.2% 2.35 4.3% 26% False False 28,938
100 90.94 45.52 45.42 82.6% 2.24 4.1% 21% False False 24,583
120 93.40 45.52 47.88 87.1% 2.03 3.7% 20% False False 20,958
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 65.27
2.618 61.54
1.618 59.25
1.000 57.83
0.618 56.96
HIGH 55.54
0.618 54.67
0.500 54.40
0.382 54.12
LOW 53.25
0.618 51.83
1.000 50.96
1.618 49.54
2.618 47.25
4.250 43.52
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 54.77 54.26
PP 54.58 53.57
S1 54.40 52.87

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

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