NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 53.71 54.29 0.58 1.1% 56.12
High 55.02 54.84 -0.18 -0.3% 57.27
Low 52.24 53.29 1.05 2.0% 52.24
Close 54.22 53.45 -0.77 -1.4% 53.45
Range 2.78 1.55 -1.23 -44.2% 5.03
ATR 2.85 2.76 -0.09 -3.3% 0.00
Volume 87,451 106,208 18,757 21.4% 416,349
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 58.51 57.53 54.30
R3 56.96 55.98 53.88
R2 55.41 55.41 53.73
R1 54.43 54.43 53.59 54.15
PP 53.86 53.86 53.86 53.72
S1 52.88 52.88 53.31 52.60
S2 52.31 52.31 53.17
S3 50.76 51.33 53.02
S4 49.21 49.78 52.60
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 69.41 66.46 56.22
R3 64.38 61.43 54.83
R2 59.35 59.35 54.37
R1 56.40 56.40 53.91 55.36
PP 54.32 54.32 54.32 53.80
S1 51.37 51.37 52.99 50.33
S2 49.29 49.29 52.53
S3 44.26 46.34 52.07
S4 39.23 41.31 50.68
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 9.4% 2.55 4.8% 24% False False 107,090
10 57.27 51.50 5.77 10.8% 2.45 4.6% 34% False False 107,246
20 57.27 46.68 10.59 19.8% 2.69 5.0% 64% False False 94,342
40 59.10 46.68 12.42 23.2% 2.59 4.8% 55% False False 73,616
60 77.28 46.68 30.60 57.2% 2.70 5.0% 22% False False 64,000
80 81.92 46.68 35.24 65.9% 2.47 4.6% 19% False False 56,437
100 90.62 46.68 43.94 82.2% 2.40 4.5% 15% False False 52,498
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 61.43
2.618 58.90
1.618 57.35
1.000 56.39
0.618 55.80
HIGH 54.84
0.618 54.25
0.500 54.07
0.382 53.88
LOW 53.29
0.618 52.33
1.000 51.74
1.618 50.78
2.618 49.23
4.250 46.70
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 54.07 54.46
PP 53.86 54.12
S1 53.66 53.79

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

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