NYMEX Light Sweet Crude Oil Future July 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 55.01 55.69 0.68 1.2% 57.88
High 56.25 55.94 -0.31 -0.6% 58.37
Low 53.50 54.65 1.15 2.1% 53.50
Close 55.46 54.84 -0.62 -1.1% 54.84
Range 2.75 1.29 -1.46 -53.1% 4.87
ATR 2.72 2.62 -0.10 -3.8% 0.00
Volume 23,944 40,950 17,006 71.0% 141,220
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 59.01 58.22 55.55
R3 57.72 56.93 55.19
R2 56.43 56.43 55.08
R1 55.64 55.64 54.96 55.39
PP 55.14 55.14 55.14 55.02
S1 54.35 54.35 54.72 54.10
S2 53.85 53.85 54.60
S3 52.56 53.06 54.49
S4 51.27 51.77 54.13
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 70.18 67.38 57.52
R3 65.31 62.51 56.18
R2 60.44 60.44 55.73
R1 57.64 57.64 55.29 56.61
PP 55.57 55.57 55.57 55.05
S1 52.77 52.77 54.39 51.74
S2 50.70 50.70 53.95
S3 45.83 47.90 53.50
S4 40.96 43.03 52.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.37 53.50 4.87 8.9% 2.41 4.4% 28% False False 39,238
10 58.37 52.83 5.54 10.1% 2.34 4.3% 36% False False 39,723
20 58.37 47.87 10.50 19.1% 2.57 4.7% 66% False False 33,221
40 59.25 47.87 11.38 20.8% 2.41 4.4% 61% False False 23,343
60 77.08 47.87 29.21 53.3% 2.50 4.6% 24% False False 18,103
80 81.61 47.87 33.74 61.5% 2.27 4.1% 21% False False 14,527
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 0.39
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 61.42
2.618 59.32
1.618 58.03
1.000 57.23
0.618 56.74
HIGH 55.94
0.618 55.45
0.500 55.30
0.382 55.14
LOW 54.65
0.618 53.85
1.000 53.36
1.618 52.56
2.618 51.27
4.250 49.17
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 55.30 55.70
PP 55.14 55.41
S1 54.99 55.13

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

View Archives - Comment on this page... - Back to Index of Symbols