NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 19-Feb-2015

Day Change Summary
	Previous	Current
	18-Feb-2015	19-Feb-2015	Change	Change %	Previous Week
Open	60.00	57.59	-2.41	-4.0%	58.85
High	60.22	58.60	-1.62	-2.7%	60.65
Low	57.96	56.31	-1.65	-2.8%	55.92
Close	58.91	57.95	-0.96	-1.6%	60.24
Range	2.26	2.29	0.03	1.3%	4.73
ATR	2.26	2.29	0.02	1.1%	0.00
Volume	16,768	5,753	-11,015	-65.7%	50,297

Daily Pivots for day following 19-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.49	63.51	59.21
R3	62.20	61.22	58.58
R2	59.91	59.91	58.37
R1	58.93	58.93	58.16	59.42
PP	57.62	57.62	57.62	57.87
S1	56.64	56.64	57.74	57.13
S2	55.33	55.33	57.53
S3	53.04	54.35	57.32
S4	50.75	52.06	56.69

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	73.13	71.41	62.84
R3	68.40	66.68	61.54
R2	63.67	63.67	61.11
R1	61.95	61.95	60.67	62.81
PP	58.94	58.94	58.94	59.37
S1	57.22	57.22	59.81	58.08
S2	54.21	54.21	59.37
S3	49.48	52.49	58.94
S4	44.75	47.76	57.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.65	56.31	4.34	7.5%	1.96	3.4%	38%	False	True	11,040
10	60.65	55.41	5.24	9.0%	2.14	3.7%	48%	False	False	10,020
20	60.67	50.93	9.74	16.8%	2.13	3.7%	72%	False	False	9,478

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	68.33
2.618	64.60
1.618	62.31
1.000	60.89
0.618	60.02
HIGH	58.60
0.618	57.73
0.500	57.46
0.382	57.18
LOW	56.31
0.618	54.89
1.000	54.02
1.618	52.60
2.618	50.31
4.250	46.58

Fisher Pivots for day following 19-Feb-2015
Pivot	1 day	3 day
R1	57.79	58.45
PP	57.62	58.28
S1	57.46	58.12

Download as Excel Spreadsheet

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

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