NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 57.02 55.62 -1.40 -2.5% 55.77
High 57.02 56.94 -0.08 -0.1% 57.19
Low 54.74 55.37 0.63 1.2% 54.44
Close 55.06 56.82 1.76 3.2% 56.82
Range 2.28 1.57 -0.71 -31.1% 2.75
ATR 2.34 2.31 -0.03 -1.4% 0.00
Volume 35,383 32,891 -2,492 -7.0% 145,196
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 61.09 60.52 57.68
R3 59.52 58.95 57.25
R2 57.95 57.95 57.11
R1 57.38 57.38 56.96 57.67
PP 56.38 56.38 56.38 56.52
S1 55.81 55.81 56.68 56.10
S2 54.81 54.81 56.53
S3 53.24 54.24 56.39
S4 51.67 52.67 55.96
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.40 63.36 58.33
R3 61.65 60.61 57.58
R2 58.90 58.90 57.32
R1 57.86 57.86 57.07 58.38
PP 56.15 56.15 56.15 56.41
S1 55.11 55.11 56.57 55.63
S2 53.40 53.40 56.32
S3 50.65 52.36 56.06
S4 47.90 49.61 55.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.19 54.44 2.75 4.8% 1.95 3.4% 87% False False 29,039
10 59.24 54.44 4.80 8.4% 2.07 3.6% 50% False False 25,769
20 59.24 49.57 9.67 17.0% 2.55 4.5% 75% False False 22,842
40 59.24 49.00 10.24 18.0% 2.26 4.0% 76% False False 15,980
60 69.35 49.00 20.35 35.8% 2.23 3.9% 38% False False 12,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.61
2.618 61.05
1.618 59.48
1.000 58.51
0.618 57.91
HIGH 56.94
0.618 56.34
0.500 56.16
0.382 55.97
LOW 55.37
0.618 54.40
1.000 53.80
1.618 52.83
2.618 51.26
4.250 48.70
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 56.60 56.52
PP 56.38 56.21
S1 56.16 55.91

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

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