NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 55.69 54.70 -0.99 -1.8% 57.88
High 55.94 55.13 -0.81 -1.4% 58.37
Low 54.65 53.13 -1.52 -2.8% 53.50
Close 54.84 54.06 -0.78 -1.4% 54.84
Range 1.29 2.00 0.71 55.0% 4.87
ATR 2.62 2.58 -0.04 -1.7% 0.00
Volume 40,950 35,056 -5,894 -14.4% 141,220
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.11 59.08 55.16
R3 58.11 57.08 54.61
R2 56.11 56.11 54.43
R1 55.08 55.08 54.24 54.60
PP 54.11 54.11 54.11 53.86
S1 53.08 53.08 53.88 52.60
S2 52.11 52.11 53.69
S3 50.11 51.08 53.51
S4 48.11 49.08 52.96
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 53.13 5.24 9.7% 2.39 4.4% 18% False True 35,255
10 58.37 52.83 5.54 10.2% 2.34 4.3% 22% False False 39,248
20 58.37 47.87 10.50 19.4% 2.57 4.7% 59% False False 33,399
40 58.82 47.87 10.95 20.3% 2.41 4.5% 57% False False 23,973
60 76.70 47.87 28.83 53.3% 2.51 4.7% 21% False False 18,604
80 81.61 47.87 33.74 62.4% 2.27 4.2% 18% False False 14,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.63
2.618 60.37
1.618 58.37
1.000 57.13
0.618 56.37
HIGH 55.13
0.618 54.37
0.500 54.13
0.382 53.89
LOW 53.13
0.618 51.89
1.000 51.13
1.618 49.89
2.618 47.89
4.250 44.63
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 54.13 54.69
PP 54.11 54.48
S1 54.08 54.27

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

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