NYMEX Light Sweet Crude Oil Future June 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 52.80 54.71 1.91 3.6% 55.00
High 55.16 56.78 1.62 2.9% 56.78
Low 52.75 54.54 1.79 3.4% 51.50
Close 54.87 56.25 1.38 2.5% 56.25
Range 2.41 2.24 -0.17 -7.1% 5.28
ATR 2.84 2.80 -0.04 -1.5% 0.00
Volume 85,216 119,103 33,887 39.8% 534,267
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.58 61.65 57.48
R3 60.34 59.41 56.87
R2 58.10 58.10 56.66
R1 57.17 57.17 56.46 57.64
PP 55.86 55.86 55.86 56.09
S1 54.93 54.93 56.04 55.40
S2 53.62 53.62 55.84
S3 51.38 52.69 55.63
S4 49.14 50.45 55.02
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 70.68 68.75 59.15
R3 65.40 63.47 57.70
R2 60.12 60.12 57.22
R1 58.19 58.19 56.73 59.16
PP 54.84 54.84 54.84 55.33
S1 52.91 52.91 55.77 53.88
S2 49.56 49.56 55.28
S3 44.28 47.63 54.80
S4 39.00 42.35 53.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.78 51.50 5.28 9.4% 2.35 4.2% 90% True False 106,853
10 57.19 49.72 7.47 13.3% 3.11 5.5% 87% False False 106,558
20 57.19 46.68 10.51 18.7% 2.66 4.7% 91% False False 89,045
40 60.31 46.68 13.63 24.2% 2.72 4.8% 70% False False 69,208
60 77.70 46.68 31.02 55.1% 2.64 4.7% 31% False False 59,508
80 81.92 46.68 35.24 62.6% 2.42 4.3% 27% False False 52,879
100 90.62 46.68 43.94 78.1% 2.33 4.1% 22% False False 49,245
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.30
2.618 62.64
1.618 60.40
1.000 59.02
0.618 58.16
HIGH 56.78
0.618 55.92
0.500 55.66
0.382 55.40
LOW 54.54
0.618 53.16
1.000 52.30
1.618 50.92
2.618 48.68
4.250 45.02
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 56.05 55.55
PP 55.86 54.84
S1 55.66 54.14

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

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