NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 53.30 55.26 1.96 3.7% 51.87
High 56.47 57.30 0.83 1.5% 58.18
Low 52.16 55.26 3.10 5.9% 50.96
Close 55.03 56.06 1.03 1.9% 56.06
Range 4.31 2.04 -2.27 -52.7% 7.22
ATR 2.81 2.77 -0.04 -1.4% 0.00
Volume 32,626 39,805 7,179 22.0% 174,897
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.33 61.23 57.18
R3 60.29 59.19 56.62
R2 58.25 58.25 56.43
R1 57.15 57.15 56.25 57.70
PP 56.21 56.21 56.21 56.48
S1 55.11 55.11 55.87 55.66
S2 54.17 54.17 55.69
S3 52.13 53.07 55.50
S4 50.09 51.03 54.94
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 76.73 73.61 60.03
R3 69.51 66.39 58.05
R2 62.29 62.29 57.38
R1 59.17 59.17 56.72 60.73
PP 55.07 55.07 55.07 55.85
S1 51.95 51.95 55.40 53.51
S2 47.85 47.85 54.74
S3 40.63 44.73 54.07
S4 33.41 37.51 52.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.18 50.96 7.22 12.9% 3.67 6.5% 71% False False 34,979
10 58.18 47.87 10.31 18.4% 2.79 5.0% 79% False False 27,549
20 58.18 47.87 10.31 18.4% 2.67 4.8% 79% False False 23,727
40 64.44 47.87 16.57 29.6% 2.55 4.5% 49% False False 16,564
60 78.21 47.87 30.34 54.1% 2.40 4.3% 27% False False 12,830
80 83.29 47.87 35.42 63.2% 2.23 4.0% 23% False False 10,505
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.48
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 65.97
2.618 62.64
1.618 60.60
1.000 59.34
0.618 58.56
HIGH 57.30
0.618 56.52
0.500 56.28
0.382 56.04
LOW 55.26
0.618 54.00
1.000 53.22
1.618 51.96
2.618 49.92
4.250 46.59
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 56.28 55.62
PP 56.21 55.17
S1 56.13 54.73

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

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