NYMEX Light Sweet Crude Oil Future June 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 52.89 54.91 2.02 3.8% 48.16
High 57.19 55.63 -1.56 -2.7% 51.33
Low 52.84 51.43 -1.41 -2.7% 46.68
Close 56.11 51.89 -4.22 -7.5% 51.22
Range 4.35 4.20 -0.15 -3.4% 4.65
ATR 2.71 2.85 0.14 5.2% 0.00
Volume 99,591 128,595 29,004 29.1% 317,723
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.58 62.94 54.20
R3 61.38 58.74 53.05
R2 57.18 57.18 52.66
R1 54.54 54.54 52.28 53.76
PP 52.98 52.98 52.98 52.60
S1 50.34 50.34 51.51 49.56
S2 48.78 48.78 51.12
S3 44.58 46.14 50.74
S4 40.38 41.94 49.58
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 63.69 62.11 53.78
R3 59.04 57.46 52.50
R2 54.39 54.39 52.07
R1 52.81 52.81 51.65 53.60
PP 49.74 49.74 49.74 50.14
S1 48.16 48.16 50.79 48.95
S2 45.09 45.09 50.37
S3 40.44 43.51 49.94
S4 35.79 38.86 48.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.19 46.68 10.51 20.3% 3.53 6.8% 50% False False 87,760
10 57.19 46.68 10.51 20.3% 2.77 5.3% 50% False False 77,382
20 57.19 46.68 10.51 20.3% 2.69 5.2% 50% False False 75,106
40 66.29 46.68 19.61 37.8% 2.70 5.2% 27% False False 58,239
60 79.86 46.68 33.18 63.9% 2.55 4.9% 16% False False 50,658
80 84.00 46.68 37.32 71.9% 2.42 4.7% 14% False False 46,813
100 91.94 46.68 45.26 87.2% 2.23 4.3% 12% False False 43,018
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.48
2.618 66.63
1.618 62.43
1.000 59.83
0.618 58.23
HIGH 55.63
0.618 54.03
0.500 53.53
0.382 53.03
LOW 51.43
0.618 48.83
1.000 47.23
1.618 44.63
2.618 40.43
4.250 33.58
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 53.53 53.46
PP 52.98 52.93
S1 52.44 52.41

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

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