NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 52.50 52.27 -0.23 -0.4% 56.12
High 53.33 54.55 1.22 2.3% 57.27
Low 51.82 51.61 -0.21 -0.4% 52.24
Close 52.34 54.31 1.97 3.8% 53.45
Range 1.51 2.94 1.43 94.7% 5.03
ATR 2.63 2.65 0.02 0.8% 0.00
Volume 124,545 55,766 -68,779 -55.2% 416,349
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.31 61.25 55.93
R3 59.37 58.31 55.12
R2 56.43 56.43 54.85
R1 55.37 55.37 54.58 55.90
PP 53.49 53.49 53.49 53.76
S1 52.43 52.43 54.04 52.96
S2 50.55 50.55 53.77
S3 47.61 49.49 53.50
S4 44.67 46.55 52.69
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 55.02 51.60 3.42 6.3% 2.18 4.0% 79% False False 89,944
10 57.27 51.50 5.77 10.6% 2.45 4.5% 49% False False 97,297
20 57.27 46.68 10.59 19.5% 2.74 5.0% 72% False False 96,073
40 57.55 46.68 10.87 20.0% 2.60 4.8% 70% False False 77,597
60 73.89 46.68 27.21 50.1% 2.72 5.0% 28% False False 66,786
80 81.21 46.68 34.53 63.6% 2.50 4.6% 22% False False 58,678
100 87.42 46.68 40.74 75.0% 2.41 4.4% 19% False False 54,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 67.05
2.618 62.25
1.618 59.31
1.000 57.49
0.618 56.37
HIGH 54.55
0.618 53.43
0.500 53.08
0.382 52.73
LOW 51.61
0.618 49.79
1.000 48.67
1.618 46.85
2.618 43.91
4.250 39.12
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 53.90 53.90
PP 53.49 53.49
S1 53.08 53.08

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

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