NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 56.53 53.71 -2.82 -5.0% 55.00
High 56.67 55.02 -1.65 -2.9% 56.78
Low 53.49 52.24 -1.25 -2.3% 51.50
Close 55.19 54.22 -0.97 -1.8% 56.25
Range 3.18 2.78 -0.40 -12.6% 5.28
ATR 2.85 2.85 0.01 0.3% 0.00
Volume 129,155 87,451 -41,704 -32.3% 534,267
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.17 60.97 55.75
R3 59.39 58.19 54.98
R2 56.61 56.61 54.73
R1 55.41 55.41 54.47 56.01
PP 53.83 53.83 53.83 54.13
S1 52.63 52.63 53.97 53.23
S2 51.05 51.05 53.71
S3 48.27 49.85 53.46
S4 45.49 47.07 52.69
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 57.27 52.24 5.03 9.3% 2.72 5.0% 39% False True 102,892
10 57.27 50.70 6.57 12.1% 2.76 5.1% 54% False False 107,320
20 57.27 46.68 10.59 19.5% 2.77 5.1% 71% False False 92,351
40 59.98 46.68 13.30 24.5% 2.63 4.8% 57% False False 71,874
60 77.70 46.68 31.02 57.2% 2.70 5.0% 24% False False 62,782
80 81.92 46.68 35.24 65.0% 2.46 4.5% 21% False False 55,591
100 90.62 46.68 43.94 81.0% 2.39 4.4% 17% False False 51,690
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 0.53
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.84
2.618 62.30
1.618 59.52
1.000 57.80
0.618 56.74
HIGH 55.02
0.618 53.96
0.500 53.63
0.382 53.30
LOW 52.24
0.618 50.52
1.000 49.46
1.618 47.74
2.618 44.96
4.250 40.43
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 54.02 54.76
PP 53.83 54.58
S1 53.63 54.40

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

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