NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 56.75 58.12 1.37 2.4% 58.46
High 58.76 59.95 1.19 2.0% 59.95
Low 56.63 58.12 1.49 2.6% 55.28
Close 58.44 59.55 1.11 1.9% 59.55
Range 2.13 1.83 -0.30 -14.1% 4.67
ATR 2.48 2.44 -0.05 -1.9% 0.00
Volume 27,208 40,335 13,127 48.2% 153,765
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.70 63.95 60.56
R3 62.87 62.12 60.05
R2 61.04 61.04 59.89
R1 60.29 60.29 59.72 60.67
PP 59.21 59.21 59.21 59.39
S1 58.46 58.46 59.38 58.84
S2 57.38 57.38 59.21
S3 55.55 56.63 59.05
S4 53.72 54.80 58.54
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 72.27 70.58 62.12
R3 67.60 65.91 60.83
R2 62.93 62.93 60.41
R1 61.24 61.24 59.98 62.09
PP 58.26 58.26 58.26 58.68
S1 56.57 56.57 59.12 57.42
S2 53.59 53.59 58.69
S3 48.92 51.90 58.27
S4 44.25 47.23 56.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.95 55.28 4.67 7.8% 2.03 3.4% 91% True False 30,753
10 59.95 53.27 6.68 11.2% 2.65 4.4% 94% True False 30,780
20 59.95 50.03 9.92 16.7% 2.25 3.8% 96% True False 26,234
40 60.97 49.90 11.07 18.6% 2.29 3.8% 87% False False 18,754
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.73
2.618 64.74
1.618 62.91
1.000 61.78
0.618 61.08
HIGH 59.95
0.618 59.25
0.500 59.04
0.382 58.82
LOW 58.12
0.618 56.99
1.000 56.29
1.618 55.16
2.618 53.33
4.250 50.34
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 59.38 58.91
PP 59.21 58.26
S1 59.04 57.62

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

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