NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 55.26 56.55 1.29 2.3% 51.87
High 57.30 57.81 0.51 0.9% 58.18
Low 55.26 55.93 0.67 1.2% 50.96
Close 56.06 56.97 0.91 1.6% 56.06
Range 2.04 1.88 -0.16 -7.8% 7.22
ATR 2.77 2.71 -0.06 -2.3% 0.00
Volume 39,805 38,485 -1,320 -3.3% 174,897
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.54 61.64 58.00
R3 60.66 59.76 57.49
R2 58.78 58.78 57.31
R1 57.88 57.88 57.14 58.33
PP 56.90 56.90 56.90 57.13
S1 56.00 56.00 56.80 56.45
S2 55.02 55.02 56.63
S3 53.14 54.12 56.45
S4 51.26 52.24 55.94
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 52.16 6.02 10.6% 3.31 5.8% 80% False False 37,867
10 58.18 47.87 10.31 18.1% 2.81 4.9% 88% False False 28,918
20 58.18 47.87 10.31 18.1% 2.67 4.7% 88% False False 24,933
40 63.05 47.87 15.18 26.6% 2.53 4.4% 60% False False 17,292
60 77.94 47.87 30.07 52.8% 2.41 4.2% 30% False False 13,398
80 81.63 47.87 33.76 59.3% 2.21 3.9% 27% False False 10,942
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.49
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 65.80
2.618 62.73
1.618 60.85
1.000 59.69
0.618 58.97
HIGH 57.81
0.618 57.09
0.500 56.87
0.382 56.65
LOW 55.93
0.618 54.77
1.000 54.05
1.618 52.89
2.618 51.01
4.250 47.94
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 56.94 56.31
PP 56.90 55.65
S1 56.87 54.99

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

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