NYMEX Light Sweet Crude Oil Future October 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	58.24	57.33	-0.91	-1.6%	60.05
High	58.32	58.01	-0.31	-0.5%	60.59
Low	57.39	56.31	-1.08	-1.9%	56.31
Close	57.70	57.25	-0.45	-0.8%	57.70
Range	0.93	1.70	0.77	82.8%	4.28
ATR	2.19	2.15	-0.03	-1.6%	0.00
Volume	12,965	8,741	-4,224	-32.6%	43,307

Daily Pivots for day following 23-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.29	61.47	58.19
R3	60.59	59.77	57.72
R2	58.89	58.89	57.56
R1	58.07	58.07	57.41	57.63
PP	57.19	57.19	57.19	56.97
S1	56.37	56.37	57.09	55.93
S2	55.49	55.49	56.94
S3	53.79	54.67	56.78
S4	52.09	52.97	56.32

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.04	68.65	60.05
R3	66.76	64.37	58.88
R2	62.48	62.48	58.48
R1	60.09	60.09	58.09	59.15
PP	58.20	58.20	58.20	57.73
S1	55.81	55.81	57.31	54.87
S2	53.92	53.92	56.92
S3	49.64	51.53	56.52
S4	45.36	47.25	55.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.59	56.31	4.28	7.5%	1.85	3.2%	22%	False	True	10,409
10	60.65	55.92	4.73	8.3%	1.84	3.2%	28%	False	False	10,234
20	60.67	50.93	9.74	17.0%	2.14	3.7%	65%	False	False	9,542

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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	65.24
2.618	62.46
1.618	60.76
1.000	59.71
0.618	59.06
HIGH	58.01
0.618	57.36
0.500	57.16
0.382	56.96
LOW	56.31
0.618	55.26
1.000	54.61
1.618	53.56
2.618	51.86
4.250	49.09

Fisher Pivots for day following 23-Feb-2015
Pivot	1 day	3 day
R1	57.22	57.46
PP	57.19	57.39
S1	57.16	57.32

Download as Excel Spreadsheet

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

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